+2,346.5%
AMAT vs EMB
+126.0%
+2,220.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.1% |
| 7D | -24.3% | -0.3% | -24.0% | -24.0% |
| 30D | -39.8% | +1.1% | -40.9% | -40.5% |
| 3M | -40.2% | -2.9% | -37.2% | -38.4% |
| 6M | -22.1% | -2.1% | -20.0% | -20.2% |
| YTD | +24.7% | -1.1% | +25.8% | +27.0% |
| 1Y | +33.3% | +0.3% | +32.9% | +34.0% |
| 3Y | +133.9% | +27.7% | +106.1% | +88.5% |
| 5Y | +117.1% | +6.0% | +111.1% | +106.9% |
| 10Y | +1,158.7% | +29.1% | +1,129.5% | +991.6% |
| All | +2,346.5% | +126.0% | +2,220.5% | +1,830.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling