+4,298.5%
EMR vs AME
+18,783.2%
-14,484.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | -4.1% | +4.8% | +2.7% |
| 30D | +3.5% | -4.1% | +7.7% | +5.5% |
| 3M | +5.9% | -5.6% | +11.5% | +8.8% |
| 6M | +19.4% | +2.8% | +16.6% | +18.0% |
| YTD | +27.7% | +16.6% | +11.1% | +19.2% |
| 1Y | +30.9% | +21.1% | +9.8% | +20.1% |
| 3Y | +104.2% | +61.1% | +43.1% | +63.6% |
| 5Y | +89.6% | +76.6% | +13.0% | +45.9% |
| 10Y | +280.0% | +431.3% | -151.3% | +88.2% |
| All | +4,298.5% | +18,783.2% | -14,484.7% | +812.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling