+540.3%
AMT vs EMB
+127.1%
+413.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +13.6% | +1.3% | +12.3% | +12.5% |
| 3M | +11.5% | -2.2% | +13.7% | +13.6% |
| 6M | +6.9% | -2.3% | +9.3% | +8.9% |
| YTD | +10.8% | -0.6% | +11.5% | +11.4% |
| 1Y | +10.3% | +0.5% | +9.8% | +9.9% |
| 3Y | +12.4% | +29.4% | -17.0% | -8.0% |
| 5Y | -20.1% | +6.5% | -26.6% | -24.6% |
| 10Y | +116.8% | +29.8% | +87.1% | +81.4% |
| All | +540.3% | +127.1% | +413.2% | +286.3% |
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 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