+25.7%
EMR vs AS
+3.3%
+22.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.8% |
| 7D | +1.6% | +13.8% | -12.1% | -2.5% |
| 30D | +5.0% | +16.7% | -11.7% | -0.3% |
| 3M | +7.7% | -11.5% | +19.2% | +11.7% |
| 6M | +26.8% | -5.5% | +32.3% | +28.0% |
| YTD | +29.9% | -14.2% | +44.1% | +33.0% |
| 1Y | +25.7% | +2.1% | +23.6% | +24.3% |
| All | +25.7% | +3.3% | +22.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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