+147.1%
AMAT vs EMB
+7.0%
+140.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.7% | +10.3% |
| 7D | -1.1% | +0.8% | -1.9% | -2.3% |
| 30D | -26.9% | +1.5% | -28.4% | -28.7% |
| 3M | -31.2% | -1.9% | -29.3% | -28.8% |
| 6M | -14.7% | -1.6% | -13.1% | -11.8% |
| YTD | +44.7% | 0.0% | +44.7% | +46.6% |
| 1Y | +62.0% | +1.1% | +60.9% | +61.5% |
| 3Y | +165.0% | +30.9% | +134.1% | +77.9% |
| 5Y | +147.1% | +7.1% | +140.0% | +141.3% |
| All | +147.1% | +7.0% | +140.1% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling