+70.8%
EMR vs AS
+120.4%
-49.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.8% | +1.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.5% |
| 30D | -5.6% | -19.6% | +14.0% | -1.3% |
| 3M | +7.9% | -14.4% | +22.3% | +11.1% |
| 6M | +6.0% | -20.1% | +26.1% | +10.4% |
| YTD | +16.4% | -20.9% | +37.4% | +21.3% |
| 1Y | +16.6% | -21.9% | +38.5% | +21.4% |
| All | +70.8% | +120.4% | -49.6% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling