+141.7%
EEM vs AMCR
+91.3%
+50.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | +2.0% | -6.3% | +8.3% | +3.5% |
| 30D | +5.1% | -7.1% | +12.2% | +6.8% |
| 3M | +4.6% | +12.7% | -8.1% | +1.3% |
| 6M | +17.8% | +5.2% | +12.6% | +15.8% |
| YTD | +25.8% | +8.1% | +17.8% | +22.6% |
| 1Y | +36.4% | +10.0% | +26.4% | +32.1% |
| 3Y | +90.0% | +6.6% | +83.4% | +83.7% |
| 5Y | +46.6% | -11.4% | +58.0% | +46.9% |
| 10Y | +132.3% | +13.3% | +119.0% | +111.9% |
| All | +141.7% | +91.3% | +50.4% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling