+247.2%
AMAT vs EME
+529.3%
-282.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.1% |
| 7D | -1.5% | +1.9% | -3.4% | -2.8% |
| 30D | -14.8% | -8.3% | -6.5% | -9.3% |
| 3M | -9.3% | -10.7% | +1.5% | -0.6% |
| 6M | +27.4% | +1.9% | +25.5% | +28.3% |
| YTD | +77.6% | +23.5% | +54.1% | +59.0% |
| 1Y | +188.9% | +18.0% | +171.0% | +159.9% |
| 3Y | +202.3% | +236.1% | -33.8% | +25.2% |
| All | +247.2% | +529.3% | -282.1% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling