+61.4%
AMAT vs EMR
+25.6%
+35.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -5.5% |
| 7D | -11.2% | +1.6% | -12.8% | -12.5% |
| 30D | -31.9% | +5.0% | -36.9% | -34.7% |
| 3M | -32.3% | +7.7% | -40.0% | -36.8% |
| 6M | -5.4% | +26.8% | -32.2% | -22.0% |
| YTD | +44.3% | +29.9% | +14.4% | +11.2% |
| 1Y | +61.4% | +25.7% | +35.7% | +27.3% |
| All | +61.4% | +25.6% | +35.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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