+125.6%
EEM vs AMT
+94.9%
+30.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | -0.2% | +3.2% | +3.1% |
| 30D | +4.9% | +1.8% | +3.0% | +4.3% |
| 3M | +5.2% | -6.2% | +11.4% | +6.5% |
| 6M | +20.7% | -5.0% | +25.7% | +21.4% |
| YTD | +26.5% | +2.1% | +24.4% | +24.3% |
| 1Y | +37.8% | -5.7% | +43.6% | +38.3% |
| 3Y | +91.0% | +7.9% | +83.0% | +78.8% |
| 5Y | +47.0% | -32.3% | +79.4% | +58.6% |
| 10Y | +125.6% | +95.0% | +30.6% | +71.1% |
| All | +125.6% | +94.9% | +30.7% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling