+88.6%
EEM vs AMC
-97.7%
+186.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.2% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | -11.9% | +9.0% | -21.0% | -12.1% |
| 3M | -8.8% | +22.2% | -30.9% | -9.2% |
| 6M | -11.6% | +91.5% | -103.1% | -13.2% |
| YTD | +9.0% | +101.3% | -92.3% | +6.8% |
| 1Y | +10.6% | +20.8% | -10.2% | +9.4% |
| 3Y | +64.4% | -71.3% | +135.7% | +65.0% |
| 5Y | +31.0% | -99.2% | +130.3% | +36.6% |
| 10Y | +105.6% | -98.7% | +204.3% | +116.5% |
| All | +88.6% | -97.7% | +186.3% | +71.7% |
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