+2,408.4%
EMR vs ALL
+3,598.8%
-1,190.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.6% |
| 7D | -1.6% | -1.9% | +0.4% | -0.8% |
| 30D | +2.0% | +13.8% | -11.8% | -3.3% |
| 3M | +3.8% | -7.0% | +10.8% | +6.2% |
| 6M | +10.5% | +18.0% | -7.5% | +1.8% |
| YTD | +23.7% | +24.2% | -0.5% | +10.8% |
| 1Y | +25.4% | +31.2% | -5.8% | +9.8% |
| 3Y | +86.6% | +107.5% | -21.0% | +32.3% |
| 5Y | +83.0% | +144.8% | -61.8% | +18.3% |
| 10Y | +319.5% | +375.8% | -56.3% | +110.1% |
| All | +2,408.4% | +3,598.8% | -1,190.4% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling