+88.2%
EMR vs ALLY
-10.9%
+99.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +3.4% |
| 30D | +2.1% | +2.0% | +0.1% | +1.4% |
| 3M | +2.3% | -13.3% | +15.6% | +7.4% |
| 6M | +22.5% | -9.9% | +32.4% | +26.8% |
| YTD | +27.2% | -13.5% | +40.7% | +33.4% |
| 1Y | +28.0% | -2.8% | +30.8% | +29.1% |
| 3Y | +103.4% | +63.4% | +40.0% | +73.5% |
| 5Y | +88.2% | -10.9% | +99.0% | +95.3% |
| All | +88.2% | -10.9% | +99.1% | +95.3% |
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