+199.0%
AMD vs EMB
+6.0%
+193.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -0.1% | -10.9% | -10.6% |
| 30D | -30.5% | +1.3% | -31.8% | -32.2% |
| 3M | -8.2% | -2.7% | -5.5% | -2.5% |
| 6M | +6.6% | -2.8% | +9.4% | +14.4% |
| YTD | +109.7% | -1.1% | +110.8% | +119.0% |
| 1Y | +88.9% | 0.0% | +88.9% | +93.2% |
| 3Y | +301.8% | +28.8% | +273.0% | +159.8% |
| All | +199.0% | +6.0% | +193.0% | +180.5% |
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