+136.3%
AMD vs EMB
+0.5%
+135.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -0.9% | -0.3% | -0.6% | +0.4% |
| 3M | -8.7% | -0.4% | -8.3% | -6.0% |
| 6M | +136.3% | +0.1% | +136.2% | +138.3% |
| All | +136.3% | +0.5% | +135.9% | +138.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling