+321.3%
EMR vs BAH
+886.2%
-564.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -5.6% | +2.0% | -7.6% | -6.2% |
| 3M | +7.9% | -7.6% | +15.6% | +9.5% |
| 6M | +6.0% | -5.7% | +11.7% | +6.2% |
| YTD | +16.4% | -11.7% | +28.2% | +18.1% |
| 1Y | +16.6% | -27.4% | +44.0% | +23.8% |
| 3Y | +62.9% | -32.5% | +95.4% | +69.7% |
| 5Y | +60.1% | -3.3% | +63.4% | +48.4% |
| 10Y | +268.7% | +186.0% | +82.8% | +154.0% |
| All | +321.3% | +886.2% | -564.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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