-69.7%
RAM vs EMB
-3.0%
-66.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.0% | -11.3% | -13.7% |
| 7D | -31.3% | +0.7% | -32.0% | -32.9% |
| 30D | -49.4% | +2.3% | -51.7% | -55.7% |
| 3M | -41.4% | -2.5% | -38.9% | -21.9% |
| All | -69.7% | -3.0% | -66.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · Available span rolling