+282.6%
EMR vs ALM
+7,705.7%
-7,423.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.7% |
| 7D | -1.5% | -2.6% | +1.1% | -1.5% |
| 30D | -5.6% | +32.0% | -37.6% | -5.7% |
| 3M | +7.9% | -15.0% | +23.0% | +8.0% |
| 6M | +6.0% | -10.1% | +16.2% | +6.0% |
| YTD | +16.4% | +99.4% | -83.0% | +16.1% |
| 1Y | +16.6% | +316.4% | -299.7% | +16.0% |
| 3Y | +62.9% | +2,022.0% | -1,959.1% | +61.2% |
| 5Y | +60.1% | +941.2% | -881.1% | +58.6% |
| 10Y | +268.8% | +2,950.3% | -2,681.6% | +264.3% |
| All | +282.6% | +7,705.7% | -7,423.1% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling