+1,315.3%
AMAT vs EEM
+109.1%
+1,206.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +7.4% |
| 7D | -1.1% | -0.1% | -0.9% | 0.0% |
| 30D | -26.9% | -8.6% | -18.3% | -16.0% |
| 3M | -31.2% | -7.0% | -24.2% | -22.7% |
| 6M | -14.7% | -9.7% | -5.0% | +2.2% |
| YTD | +44.7% | +12.1% | +32.6% | +31.1% |
| 1Y | +62.0% | +14.1% | +47.9% | +43.7% |
| 3Y | +165.0% | +72.1% | +92.8% | +40.1% |
| 5Y | +147.1% | +34.1% | +113.0% | +83.8% |
| 10Y | +1,315.3% | +109.6% | +1,205.7% | +646.6% |
| All | +1,315.3% | +109.1% | +1,206.2% | +646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling