+280.0%
EMR vs AR
+52.4%
+227.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.5% |
| 7D | +0.7% | -5.8% | +6.5% | +1.6% |
| 30D | +3.5% | +4.8% | -1.3% | +2.6% |
| 3M | +5.9% | +1.5% | +4.4% | +5.3% |
| 6M | +19.4% | +4.7% | +14.7% | +17.6% |
| YTD | +27.7% | +9.2% | +18.5% | +23.8% |
| 1Y | +30.9% | +11.2% | +19.7% | +26.3% |
| 3Y | +104.2% | +46.2% | +57.9% | +84.4% |
| 5Y | +89.6% | +98.1% | -8.4% | +57.0% |
| 10Y | +280.0% | +54.5% | +225.5% | +181.7% |
| All | +280.0% | +52.4% | +227.6% | +181.7% |
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