+81.7%
EMR vs AS
+133.7%
-52.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | -4.8% | +7.1% | -11.9% | -6.2% |
| 30D | +0.7% | +12.8% | -12.1% | -1.9% |
| 3M | +0.4% | -14.7% | +15.2% | +3.5% |
| 6M | +18.4% | -9.9% | +28.3% | +20.4% |
| YTD | +23.9% | -16.1% | +40.1% | +27.3% |
| 1Y | +24.7% | +0.2% | +24.5% | +23.9% |
| All | +81.7% | +133.7% | -52.0% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling