+234.5%
EMR vs AMC
-97.8%
+332.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.5% | +7.9% | -4.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.7% | +4.4% | -3.7% | +0.6% |
| 3M | +0.4% | +15.4% | -14.9% | -0.1% |
| 6M | +18.4% | +93.7% | -75.3% | +15.3% |
| YTD | +23.9% | +97.4% | -73.5% | +20.4% |
| 1Y | +24.7% | +23.2% | +1.5% | +22.8% |
| 3Y | +86.4% | -71.3% | +157.7% | +87.7% |
| 5Y | +83.3% | -99.3% | +182.6% | +95.9% |
| 10Y | +320.2% | -98.7% | +418.9% | +292.1% |
| All | +234.5% | -97.8% | +332.2% | +169.3% |
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