+83.4%
EMR vs ALM
+396.4%
-313.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -1.6% | -6.7% | +5.1% | -1.1% |
| 30D | +2.0% | -32.9% | +34.9% | +4.4% |
| 3M | +3.8% | -39.5% | +43.3% | +6.6% |
| 6M | +10.5% | -62.0% | +72.5% | +15.8% |
| YTD | +23.7% | -7.8% | +31.5% | +24.6% |
| 1Y | +25.4% | +26.7% | -1.3% | +24.7% |
| 3Y | +86.6% | +825.4% | -738.8% | +70.0% |
| All | +83.4% | +396.4% | -313.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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