+61.4%
AMAT vs EME
-3.1%
+64.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.4% | +6.1% |
| 7D | -11.2% | -5.8% | -5.4% | -6.6% |
| 30D | -31.9% | -17.9% | -14.0% | -18.2% |
| 3M | -32.3% | -22.0% | -10.4% | -14.4% |
| 6M | -5.4% | -29.7% | +24.3% | +35.4% |
| YTD | +44.3% | +4.7% | +39.5% | +40.4% |
| 1Y | +61.4% | -2.1% | +63.5% | +68.9% |
| All | +61.4% | -3.1% | +64.4% | +68.9% |
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