+147.1%
AMAT vs EMR
+87.8%
+59.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | +2.8% | +8.5% | +8.8% |
| 30D | -17.0% | +3.7% | -20.7% | -19.0% |
| 3M | -30.6% | +2.0% | -32.6% | -31.3% |
| 6M | -14.9% | +22.1% | -37.1% | -27.4% |
| YTD | +44.7% | +27.2% | +17.4% | +17.3% |
| 1Y | +66.9% | +32.0% | +34.9% | +31.2% |
| 3Y | +153.3% | +103.3% | +50.0% | +32.2% |
| All | +147.1% | +87.8% | +59.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling