-97.7%
AMC vs EMB
+55.3%
-153.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.0% | -11.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.7% |
| 30D | +4.4% | +1.1% | +3.3% | +2.7% |
| 3M | +15.4% | -2.9% | +18.3% | +22.2% |
| 6M | +93.7% | -2.1% | +95.8% | +103.1% |
| YTD | +97.4% | -1.1% | +98.5% | +105.1% |
| 1Y | +23.2% | +0.3% | +22.9% | +25.0% |
| 3Y | -71.3% | +27.7% | -99.0% | -80.4% |
| 5Y | -99.3% | +6.0% | -105.2% | -99.3% |
| 10Y | -98.7% | +29.1% | -127.9% | -99.1% |
| All | -97.7% | +55.3% | -153.0% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling