+20.8%
AMC vs EMB
-0.1%
+20.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | -0.1% | +2.7% | +3.4% |
| 30D | +9.0% | +1.3% | +7.7% | +3.9% |
| 3M | +22.2% | -2.7% | +24.9% | +38.8% |
| 6M | +91.5% | -2.8% | +94.3% | +118.7% |
| YTD | +101.3% | -1.1% | +102.4% | +113.9% |
| 1Y | +20.8% | 0.0% | +20.8% | +21.8% |
| All | +20.8% | -0.1% | +20.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling