+1,425.2%
AMAT vs EMB
+36.3%
+1,388.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +5.9% |
| 7D | +7.0% | -0.4% | +7.4% | +8.0% |
| 30D | -20.6% | +1.5% | -22.1% | -22.7% |
| 3M | -24.8% | -1.6% | -23.2% | -22.7% |
| 6M | -10.7% | -1.5% | -9.2% | -7.8% |
| YTD | +54.3% | -0.1% | +54.3% | +56.3% |
| 1Y | +73.7% | +0.5% | +73.2% | +74.5% |
| 3Y | +168.4% | +30.2% | +138.2% | +73.9% |
| 5Y | +167.6% | +8.6% | +159.0% | +145.2% |
| 10Y | +1,425.2% | +36.9% | +1,388.3% | +967.2% |
| All | +1,425.2% | +36.3% | +1,388.9% | +967.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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