+1,362.0%
AMAT vs EMR
+279.1%
+1,082.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +19.3% | +2.7% | +16.7% | +17.2% |
| 30D | -17.9% | +2.1% | -20.0% | -18.7% |
| 3M | -30.4% | +2.3% | -32.7% | -31.1% |
| 6M | -11.4% | +22.5% | -33.9% | -23.0% |
| YTD | +48.8% | +27.2% | +21.6% | +24.8% |
| 1Y | +66.0% | +28.0% | +38.0% | +38.7% |
| 3Y | +158.8% | +103.4% | +55.4% | +52.1% |
| 5Y | +153.2% | +88.2% | +65.0% | +57.7% |
| All | +1,362.0% | +279.1% | +1,082.9% | +508.8% |
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