+126.1%
AMD vs EMB
-0.3%
+126.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +9.1% |
| 7D | +44.7% | -0.7% | +45.4% | +48.7% |
| 30D | -3.3% | +0.5% | -3.9% | -5.2% |
| 3M | +21.2% | -2.5% | +23.7% | +35.8% |
| 6M | +30.6% | -2.0% | +32.6% | +44.7% |
| YTD | +173.3% | -0.9% | +174.2% | +189.9% |
| 1Y | +126.1% | -0.3% | +126.4% | +136.9% |
| All | +126.1% | -0.3% | +126.3% | +136.9% |
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