+1,162.1%
AMAT vs EMB
+28.3%
+1,133.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -0.1% | -14.6% | -14.5% |
| 30D | -36.1% | +1.3% | -37.4% | -37.6% |
| 3M | -36.9% | -2.7% | -34.1% | -33.8% |
| 6M | -22.2% | -2.8% | -19.4% | -17.8% |
| YTD | +29.9% | -1.1% | +31.0% | +34.0% |
| 1Y | +43.3% | 0.0% | +43.3% | +45.2% |
| 3Y | +142.7% | +28.8% | +113.9% | +60.9% |
| 5Y | +126.2% | +6.0% | +120.2% | +116.3% |
| All | +1,162.1% | +28.3% | +1,133.8% | +862.0% |
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