+132.8%
AMAT vs EMB
+28.2%
+104.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -12.5% |
| 7D | -24.3% | -0.3% | -24.0% | -23.7% |
| 30D | -39.8% | +1.1% | -40.9% | -41.2% |
| 3M | -40.2% | -2.9% | -37.2% | -36.2% |
| 6M | -22.1% | -2.1% | -20.0% | -17.8% |
| YTD | +24.7% | -1.1% | +25.8% | +29.8% |
| 1Y | +33.3% | +0.3% | +32.9% | +35.4% |
| All | +132.8% | +28.2% | +104.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling