+1,587.5%
AMAT vs EMB
+30.0%
+1,557.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -0.3% | -14.5% | -14.4% |
| 3M | -9.3% | -0.4% | -8.9% | -8.2% |
| 6M | +27.4% | +0.1% | +27.3% | +28.4% |
| YTD | +77.6% | +1.6% | +76.0% | +74.9% |
| 1Y | +188.9% | +5.6% | +183.3% | +166.8% |
| 3Y | +202.3% | +29.8% | +172.5% | +97.7% |
| 5Y | +248.9% | +7.3% | +241.6% | +227.1% |
| All | +1,587.5% | +30.0% | +1,557.5% | +1,141.6% |
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