+280.3%
EMR vs AR
+57.2%
+223.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +2.7% | +6.4% | -3.8% | +1.6% |
| 30D | +2.1% | +3.1% | -1.0% | +1.4% |
| 3M | +2.3% | +3.3% | -1.0% | +1.3% |
| 6M | +22.5% | +6.6% | +15.9% | +20.3% |
| YTD | +27.2% | +12.3% | +14.9% | +22.7% |
| 1Y | +28.0% | +12.3% | +15.7% | +23.4% |
| 3Y | +103.4% | +50.4% | +53.0% | +82.8% |
| 5Y | +88.2% | +101.0% | -12.8% | +55.4% |
| All | +280.3% | +57.2% | +223.0% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling