+361.9%
EMR vs BAH
+1,084.3%
-722.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +3.5% | +18.2% | -14.7% | -0.7% |
| 3M | +5.9% | +13.1% | -7.2% | +2.4% |
| 6M | +19.4% | +15.2% | +4.2% | +14.1% |
| YTD | +27.7% | +6.0% | +21.7% | +23.4% |
| 1Y | +30.9% | +3.1% | +27.8% | +27.3% |
| 3Y | +104.2% | -26.2% | +130.4% | +108.6% |
| 5Y | +89.6% | +9.3% | +80.3% | +70.6% |
| 10Y | +280.0% | +212.3% | +67.7% | +155.6% |
| All | +361.9% | +1,084.3% | -722.3% | +105.5% |
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