+96,674.4%
AMAT vs EMR
+4,305.0%
+92,369.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -10.5% |
| 7D | -24.3% | -4.8% | -19.5% | -21.5% |
| 30D | -39.8% | +0.7% | -40.5% | -39.8% |
| 3M | -40.2% | +0.4% | -40.6% | -40.1% |
| 6M | -22.1% | +18.4% | -40.5% | -29.4% |
| YTD | +24.7% | +23.9% | +0.8% | +9.3% |
| 1Y | +33.3% | +24.7% | +8.6% | +16.5% |
| 3Y | +133.9% | +86.4% | +47.5% | +57.0% |
| 5Y | +117.1% | +83.3% | +33.7% | +48.9% |
| 10Y | +1,158.7% | +320.2% | +838.5% | +397.2% |
| All | +96,674.4% | +4,305.0% | +92,369.4% | +7,920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling