+137,736.4%
AMAT vs EMR
+4,039.8%
+133,696.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.2% |
| 7D | -1.5% | -1.5% | 0.0% | -0.5% |
| 30D | -14.8% | -5.6% | -9.2% | -11.6% |
| 3M | -9.3% | +7.9% | -17.2% | -13.1% |
| 6M | +27.4% | +6.0% | +21.4% | +23.9% |
| YTD | +77.6% | +16.4% | +61.1% | +61.3% |
| 1Y | +188.9% | +16.6% | +172.3% | +161.9% |
| 3Y | +202.3% | +62.9% | +139.4% | +120.0% |
| 5Y | +248.9% | +60.1% | +188.8% | +158.9% |
| 10Y | +1,585.2% | +268.7% | +1,316.5% | +618.7% |
| All | +137,736.4% | +4,039.8% | +133,696.6% | +11,734.2% |
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 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