+280.4%
EMR vs ALLY
+174.3%
+106.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.8% | +0.4% | +2.5% | +2.7% |
| 30D | +3.7% | +5.2% | -1.6% | +1.4% |
| 3M | +2.0% | -13.3% | +15.3% | +8.2% |
| 6M | +22.1% | -6.7% | +28.8% | +25.3% |
| YTD | +27.2% | -12.8% | +40.1% | +34.2% |
| 1Y | +32.0% | +0.7% | +31.3% | +31.1% |
| 3Y | +103.3% | +65.2% | +38.1% | +59.4% |
| 5Y | +88.2% | -10.1% | +98.4% | +81.7% |
| All | +280.4% | +174.3% | +106.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling