+103.3%
EMR vs AME
+64.2%
+39.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +2.8% | +5.9% | -3.0% | -1.9% |
| 30D | +3.7% | -1.9% | +5.6% | +4.8% |
| 3M | +2.0% | -5.4% | +7.4% | +6.4% |
| 6M | +22.1% | +4.9% | +17.2% | +16.7% |
| YTD | +27.2% | +18.5% | +8.8% | +11.1% |
| 1Y | +32.0% | +25.5% | +6.6% | +10.3% |
| 3Y | +103.3% | +63.0% | +40.2% | +38.9% |
| All | +103.3% | +64.2% | +39.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling