+3,319.5%
AMAT vs EEM
+729.9%
+2,589.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.4% |
| 7D | -14.7% | -2.8% | -11.9% | -12.3% |
| 30D | -36.1% | -11.9% | -24.2% | -28.6% |
| 3M | -36.9% | -8.8% | -28.1% | -31.2% |
| 6M | -22.2% | -11.6% | -10.6% | -11.1% |
| YTD | +29.9% | +9.0% | +20.9% | +27.2% |
| 1Y | +43.3% | +10.6% | +32.7% | +39.0% |
| 3Y | +142.7% | +64.4% | +78.3% | +78.3% |
| 5Y | +126.2% | +31.0% | +95.2% | +100.8% |
| 10Y | +1,211.7% | +105.6% | +1,106.1% | +826.3% |
| All | +3,319.5% | +729.9% | +2,589.6% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling