+153.2%
AMAT vs EEM
+32.6%
+120.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -1.4% |
| 7D | +19.3% | +5.3% | +14.0% | +11.0% |
| 30D | -17.9% | -7.0% | -10.9% | -7.3% |
| 3M | -30.4% | -8.0% | -22.4% | -20.1% |
| 6M | -11.4% | -6.6% | -4.8% | +2.2% |
| YTD | +48.8% | +12.3% | +36.4% | +34.0% |
| 1Y | +66.0% | +12.2% | +53.9% | +50.1% |
| 3Y | +158.8% | +71.2% | +87.6% | +35.4% |
| 5Y | +153.2% | +32.2% | +120.9% | +94.5% |
| All | +153.2% | +32.6% | +120.6% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling