+15.0%
EEM vs AMT
+13.5%
+1.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | +1.2% |
| 7D | -3.0% | +6.0% | -9.0% | -2.5% |
| 30D | -10.3% | +20.1% | -30.4% | -9.0% |
| 3M | -6.6% | +12.4% | -19.0% | -5.8% |
| 6M | -3.4% | +9.9% | -13.3% | -2.2% |
| YTD | +13.2% | +14.4% | -1.2% | +14.1% |
| 1Y | +15.0% | +12.4% | +2.6% | +16.3% |
| All | +15.0% | +13.5% | +1.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling