+490.0%
AMT vs EMB
+132.1%
+357.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +4.6% | -0.3% | +4.9% | +4.9% |
| 3M | -8.4% | -0.4% | -8.0% | -8.2% |
| 6M | -6.0% | +0.1% | -6.1% | -6.2% |
| YTD | +2.1% | +1.6% | +0.5% | +0.8% |
| 1Y | -6.4% | +5.6% | -12.0% | -10.4% |
| 3Y | +8.1% | +29.8% | -21.8% | -11.8% |
| 5Y | -31.9% | +7.3% | -39.2% | -36.3% |
| 10Y | +97.1% | +30.4% | +66.7% | +63.6% |
| All | +490.0% | +132.1% | +357.9% | +249.6% |
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