+1,162.1%
AMAT vs EME
+933.6%
+228.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.8% |
| 7D | -14.7% | -10.5% | -4.2% | -8.2% |
| 30D | -36.1% | -22.4% | -13.7% | -24.2% |
| 3M | -36.9% | -24.7% | -12.2% | -23.8% |
| 6M | -22.2% | -35.5% | +13.3% | +4.7% |
| YTD | +29.9% | -0.3% | +30.3% | +34.7% |
| 1Y | +43.3% | -6.7% | +50.0% | +54.5% |
| 3Y | +142.7% | +190.6% | -48.0% | +23.0% |
| 5Y | +126.2% | +367.3% | -241.0% | -15.7% |
| All | +1,162.1% | +933.6% | +228.5% | +221.2% |
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