+62.7%
EMR vs ALLY
+1.6%
+61.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.5% | +3.7% | -5.2% | -2.7% |
| 30D | -5.6% | -2.3% | -3.4% | -4.9% |
| 3M | +7.9% | +3.8% | +4.1% | +6.5% |
| 6M | +6.0% | +9.7% | -3.7% | +2.6% |
| YTD | +16.4% | -1.4% | +17.9% | +16.7% |
| 1Y | +16.6% | +8.2% | +8.4% | +13.1% |
| 3Y | +62.9% | +66.5% | -3.6% | +37.2% |
| All | +62.7% | +1.6% | +61.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling