+170.1%
AMAT vs EEM
+74.3%
+95.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.6% | +2.1% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | -20.6% | -6.2% | -14.4% | -10.8% |
| 3M | -24.8% | -5.2% | -19.6% | -16.9% |
| 6M | -10.7% | -8.1% | -2.6% | +5.8% |
| YTD | +54.3% | +14.0% | +40.3% | +33.7% |
| 1Y | +73.7% | +13.8% | +59.9% | +51.2% |
| All | +170.1% | +74.3% | +95.8% | +31.6% |
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 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