+188.9%
AMAT vs EME
+19.7%
+169.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.9% |
| 7D | -1.5% | +1.9% | -3.4% | -3.0% |
| 30D | -14.8% | -8.3% | -6.5% | -8.3% |
| 3M | -9.3% | -10.7% | +1.5% | +0.6% |
| 6M | +27.4% | +1.9% | +25.5% | +29.8% |
| YTD | +77.6% | +23.5% | +54.1% | +65.2% |
| 1Y | +188.9% | +18.0% | +171.0% | +156.5% |
| All | +188.9% | +19.7% | +169.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling