+264.6%
AMD vs EMB
+7.3%
+257.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.5% | -8.3% |
| 7D | +18.9% | -0.9% | +19.8% | +21.3% |
| 30D | -6.4% | +0.4% | -6.8% | -7.0% |
| 3M | +10.6% | -3.1% | +13.7% | +18.4% |
| 6M | +19.9% | -2.1% | +21.9% | +26.5% |
| YTD | +149.4% | -1.1% | +150.5% | +160.3% |
| 1Y | +115.4% | -0.1% | +115.4% | +120.4% |
| 3Y | +357.3% | +29.6% | +327.7% | +193.2% |
| All | +264.6% | +7.3% | +257.3% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling