+65.2%
EMR vs AUR
-36.1%
+101.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -9.4% | -8.9% | -0.5% | -8.8% |
| 3M | +8.6% | +4.6% | +4.0% | +7.7% |
| 6M | +6.7% | +44.9% | -38.2% | +2.1% |
| YTD | +13.1% | +64.8% | -51.8% | +6.9% |
| 1Y | +12.7% | +16.4% | -3.6% | +9.5% |
| 3Y | +58.1% | +85.1% | -27.0% | +40.6% |
| All | +65.2% | -36.1% | +101.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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