+118.3%
EEM vs AMC
-98.1%
+216.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +2.3% | +2.3% | 0.0% | +2.3% |
| 30D | +4.5% | -0.7% | +5.3% | +4.5% |
| 3M | -0.1% | +35.2% | -35.3% | -1.0% |
| 6M | +16.9% | +124.6% | -107.6% | +14.5% |
| YTD | +26.2% | +69.9% | -43.6% | +24.2% |
| 1Y | +40.5% | -2.6% | +43.1% | +39.6% |
| 3Y | +86.2% | -79.8% | +166.0% | +87.8% |
| 5Y | +45.5% | -99.4% | +144.9% | +52.3% |
| 10Y | +128.6% | -98.9% | +227.5% | +140.4% |
| All | +118.3% | -98.1% | +216.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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