+1,665.8%
AMAT vs EME
+1,278.1%
+387.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +2.3% |
| 7D | +7.0% | +5.2% | +1.8% | +3.6% |
| 30D | -12.2% | -5.4% | -6.9% | -9.0% |
| 3M | -3.8% | -6.1% | +2.3% | +1.3% |
| 6M | +45.9% | +9.7% | +36.3% | +40.4% |
| YTD | +84.6% | +26.6% | +58.0% | +63.6% |
| 1Y | +193.4% | +24.6% | +168.7% | +157.7% |
| 3Y | +228.1% | +249.6% | -21.5% | +46.9% |
| 5Y | +268.9% | +556.6% | -287.6% | +11.2% |
| 10Y | +1,665.8% | +1,286.6% | +379.1% | +257.8% |
| All | +1,665.8% | +1,278.1% | +387.7% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling