+251.5%
EMR vs AR
-33.4%
+284.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -1.6% | -14.3% | +12.7% | +0.8% |
| 30D | +2.0% | +1.4% | +0.5% | +1.6% |
| 3M | +3.8% | +3.4% | +0.4% | +2.9% |
| 6M | +10.5% | -2.1% | +12.6% | +10.0% |
| YTD | +23.7% | +4.7% | +19.0% | +20.8% |
| 1Y | +25.4% | +10.6% | +14.8% | +21.1% |
| 3Y | +86.6% | +24.6% | +62.0% | +73.1% |
| 5Y | +83.0% | +71.9% | +11.1% | +55.0% |
| 10Y | +319.5% | +46.4% | +273.1% | +201.4% |
| All | +251.5% | -33.4% | +284.9% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling