+985.8%
EMR vs AU
+783.5%
+202.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | -3.5% | +12.8% | -16.3% | -4.8% |
| 3M | +9.8% | +28.5% | -18.7% | +6.9% |
| 6M | +10.8% | +4.8% | +6.0% | +9.7% |
| YTD | +15.9% | +31.0% | -15.0% | +12.2% |
| 1Y | +16.4% | +81.4% | -65.0% | +9.1% |
| 3Y | +62.1% | +618.4% | -556.3% | +31.3% |
| 5Y | +62.9% | +686.3% | -623.4% | +28.6% |
| 10Y | +267.8% | +664.5% | -396.8% | +174.6% |
| All | +985.8% | +783.5% | +202.3% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling