+77.9%
EMR vs AUR
-34.9%
+112.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +3.1% | +19.2% | -16.2% | +1.3% |
| 30D | -3.5% | -7.8% | +4.3% | -2.9% |
| 3M | +9.8% | +4.0% | +5.8% | +8.9% |
| 6M | +10.8% | +45.0% | -34.2% | +6.0% |
| YTD | +15.9% | +69.5% | -53.6% | +9.3% |
| 1Y | +16.4% | +13.0% | +3.4% | +13.3% |
| 3Y | +62.1% | +90.4% | -28.3% | +43.8% |
| 5Y | +62.9% | -34.2% | +97.1% | +38.9% |
| All | +77.9% | -34.9% | +112.8% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling