+203.0%
AMAT vs EEM
+87.2%
+115.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +1.5% |
| 7D | -1.5% | +2.3% | -3.8% | -4.9% |
| 30D | -14.8% | +4.5% | -19.3% | -20.4% |
| 3M | -9.3% | -0.1% | -9.2% | -7.3% |
| 6M | +27.4% | +16.9% | +10.4% | +3.8% |
| YTD | +77.6% | +26.2% | +51.3% | +30.1% |
| 1Y | +188.9% | +40.5% | +148.4% | +82.8% |
| All | +203.0% | +87.2% | +115.9% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling