+85.9%
EEM vs AMCR
+6.5%
+79.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -1.3% | -6.3% | +5.0% | +0.4% |
| 30D | +2.1% | -7.8% | +9.9% | +4.2% |
| 3M | +1.0% | +7.5% | -6.5% | -1.5% |
| 6M | +15.9% | +2.7% | +13.2% | +13.8% |
| YTD | +24.6% | +6.0% | +18.6% | +21.1% |
| 1Y | +32.3% | +7.8% | +24.5% | +27.8% |
| 3Y | +85.9% | +5.8% | +80.1% | +75.3% |
| All | +85.9% | +6.5% | +79.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling