+83.4%
EMR vs AMC
-99.3%
+182.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +2.0% | +9.0% | -7.1% | +1.5% |
| 3M | +3.8% | +22.2% | -18.4% | +2.7% |
| 6M | +10.5% | +91.5% | -80.9% | +6.3% |
| YTD | +23.7% | +101.3% | -77.6% | +18.3% |
| 1Y | +25.4% | +20.8% | +4.6% | +22.3% |
| 3Y | +86.6% | -71.3% | +157.9% | +88.6% |
| All | +83.4% | -99.3% | +182.6% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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