+31.0%
EMR vs AR
+11.6%
+19.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | 0.0% |
| 7D | -2.0% | +2.1% | -4.1% | -1.7% |
| 30D | +2.8% | +4.5% | -1.7% | +3.6% |
| 3M | +2.0% | +1.0% | +1.0% | +2.3% |
| 6M | +20.7% | +4.4% | +16.3% | +22.5% |
| YTD | +27.3% | +10.9% | +16.4% | +27.0% |
| 1Y | +31.0% | +8.6% | +22.4% | +31.1% |
| All | +31.0% | +11.6% | +19.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling