+243.6%
EMR vs AMC
-97.5%
+341.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.0% | -2.8% | +0.9% | -1.9% |
| 30D | +2.8% | +14.0% | -11.2% | +2.4% |
| 3M | +2.0% | +42.5% | -40.5% | +0.8% |
| 6M | +20.7% | +142.6% | -121.8% | +16.8% |
| YTD | +27.3% | +119.2% | -91.9% | +23.3% |
| 1Y | +31.0% | +40.7% | -9.7% | +28.5% |
| 3Y | +103.6% | -57.3% | +160.9% | +102.9% |
| 5Y | +88.6% | -99.1% | +187.7% | +100.6% |
| 10Y | +280.6% | -98.7% | +379.4% | +261.2% |
| All | +243.6% | -97.5% | +341.1% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling