+1,162.1%
AMAT vs EMR
+312.7%
+849.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -1.6% | -13.1% | -13.4% |
| 30D | -36.1% | +2.0% | -38.1% | -36.7% |
| 3M | -36.9% | +3.8% | -40.7% | -38.3% |
| 6M | -22.2% | +10.5% | -32.7% | -26.9% |
| YTD | +29.9% | +23.7% | +6.2% | +11.3% |
| 1Y | +43.3% | +25.4% | +17.9% | +21.6% |
| 3Y | +142.7% | +86.6% | +56.1% | +52.1% |
| 5Y | +126.2% | +83.0% | +43.2% | +44.4% |
| All | +1,162.1% | +312.7% | +849.4% | +501.1% |
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