+319.5%
EMR vs ALM
+3,516.3%
-3,196.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -1.1% |
| 7D | +0.7% | -6.3% | +7.0% | +0.7% |
| 30D | +3.5% | -31.4% | +35.0% | +3.7% |
| 3M | +5.9% | -40.6% | +46.5% | +6.1% |
| 6M | +19.4% | -58.6% | +78.1% | +19.8% |
| YTD | +27.7% | -7.6% | +35.3% | +27.7% |
| 1Y | +30.9% | +13.8% | +17.1% | +30.8% |
| 3Y | +104.2% | +842.1% | -737.9% | +102.7% |
| 5Y | +89.6% | +407.4% | -317.8% | +88.4% |
| 10Y | +280.0% | +2,079.4% | -1,799.4% | +276.4% |
| All | +319.5% | +3,516.3% | -3,196.9% | +312.4% |
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