+196.6%
AMD vs EMB
+6.4%
+190.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.7% | -16.2% |
| 7D | -28.6% | -0.3% | -28.3% | -27.9% |
| 30D | -37.7% | +1.1% | -38.8% | -39.0% |
| 3M | -16.1% | -2.9% | -13.2% | -10.5% |
| 6M | +13.8% | -2.1% | +15.9% | +20.5% |
| YTD | +88.8% | -1.1% | +89.9% | +97.2% |
| 1Y | +57.8% | +0.3% | +57.4% | +60.2% |
| 3Y | +260.3% | +27.7% | +232.5% | +136.6% |
| 5Y | +196.6% | +6.0% | +190.6% | +178.7% |
| All | +196.6% | +6.4% | +190.2% | +178.7% |
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