+56.2%
EMR vs AU
+574.0%
-517.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.8% |
| 7D | -1.2% | -7.0% | +5.8% | -0.4% |
| 30D | -9.4% | +7.3% | -16.7% | -10.4% |
| 3M | +8.6% | +33.2% | -24.6% | +4.5% |
| 6M | +6.7% | -0.6% | +7.3% | +5.4% |
| YTD | +13.1% | +26.2% | -13.1% | +10.2% |
| 1Y | +12.7% | +68.3% | -55.5% | +8.5% |
| All | +56.2% | +574.0% | -517.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling