+4,967.7%
AMD vs EMB
+126.0%
+4,841.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.7% | -16.6% |
| 7D | -28.6% | -0.3% | -28.3% | -28.2% |
| 30D | -37.7% | +1.1% | -38.8% | -38.5% |
| 3M | -16.1% | -2.9% | -13.2% | -12.6% |
| 6M | +13.8% | -2.1% | +15.9% | +18.0% |
| YTD | +88.8% | -1.1% | +89.9% | +94.2% |
| 1Y | +57.8% | +0.3% | +57.4% | +59.4% |
| 3Y | +260.3% | +27.7% | +232.5% | +175.1% |
| 5Y | +196.6% | +6.0% | +190.6% | +184.1% |
| 10Y | +6,064.6% | +29.1% | +6,035.5% | +4,935.7% |
| All | +4,967.7% | +126.0% | +4,841.7% | +2,629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling