+87.3%
EMR vs AS
+137.8%
-50.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.8% |
| 7D | +0.7% | +4.5% | -3.8% | -0.2% |
| 30D | +3.5% | +13.2% | -9.7% | +0.8% |
| 3M | +5.9% | -11.9% | +17.8% | +8.4% |
| 6M | +19.4% | -11.6% | +31.0% | +21.9% |
| YTD | +27.7% | -14.7% | +42.4% | +30.7% |
| 1Y | +30.9% | +5.7% | +25.2% | +28.8% |
| All | +87.3% | +137.8% | -50.5% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling