+1,315.3%
AMAT vs EMR
+319.4%
+995.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +7.0% | +8.0% |
| 7D | -1.1% | +2.1% | -3.2% | -2.2% |
| 30D | -26.9% | +4.8% | -31.7% | -29.0% |
| 3M | -31.2% | +7.5% | -38.7% | -34.4% |
| 6M | -14.7% | +20.9% | -35.6% | -25.0% |
| YTD | +44.7% | +29.2% | +15.5% | +20.1% |
| 1Y | +62.0% | +33.0% | +29.0% | +31.6% |
| 3Y | +165.0% | +109.8% | +55.2% | +52.8% |
| 5Y | +147.1% | +91.9% | +55.2% | +52.2% |
| 10Y | +1,315.3% | +301.5% | +1,013.8% | +517.7% |
| All | +1,315.3% | +319.4% | +995.8% | +517.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling