+13,444.1%
GOOG vs EMR
+787.3%
+12,656.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -6.8% | -5.6% | -1.2% | -4.6% |
| 3M | -9.1% | +7.9% | -17.0% | -13.0% |
| 6M | +10.7% | +6.0% | +4.7% | +6.5% |
| YTD | +7.1% | +16.4% | -9.4% | -2.4% |
| 1Y | +44.6% | +16.6% | +28.0% | +31.3% |
| 3Y | +147.4% | +62.9% | +84.6% | +87.1% |
| 5Y | +133.8% | +60.1% | +73.7% | +76.7% |
| 10Y | +777.5% | +268.7% | +508.8% | +314.4% |
| All | +13,444.1% | +787.3% | +12,656.8% | +3,920.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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