+1,321.9%
AMAT vs EMB
+36.5%
+1,285.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.3% |
| 7D | +11.4% | -0.9% | +12.3% | +13.4% |
| 30D | -17.0% | +0.4% | -17.4% | -17.5% |
| 3M | -30.6% | -3.1% | -27.5% | -26.6% |
| 6M | -14.9% | -2.1% | -12.9% | -11.2% |
| YTD | +44.7% | -1.1% | +45.8% | +49.4% |
| 1Y | +66.9% | -0.1% | +66.9% | +69.5% |
| 3Y | +153.3% | +29.6% | +123.7% | +65.7% |
| 5Y | +146.2% | +7.2% | +139.0% | +131.1% |
| All | +1,321.9% | +36.5% | +1,285.4% | +901.5% |
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