+5,884.6%
AMD vs EMB
+132.1%
+5,752.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -0.9% | -0.3% | -0.6% | -0.6% |
| 3M | -8.7% | -0.4% | -8.3% | -7.9% |
| 6M | +136.3% | +0.1% | +136.2% | +138.4% |
| YTD | +123.0% | +1.6% | +121.4% | +121.1% |
| 1Y | +195.2% | +5.6% | +189.6% | +178.9% |
| 3Y | +336.3% | +29.8% | +306.5% | +225.7% |
| 5Y | +334.5% | +7.3% | +327.2% | +307.5% |
| 10Y | +6,259.1% | +30.4% | +6,228.7% | +4,985.1% |
| All | +5,884.6% | +132.1% | +5,752.5% | +3,006.6% |
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