+121.1%
EEM vs AMT
+136.5%
-15.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | -5.4% | +6.8% | -12.2% | -7.0% |
| 3M | -8.6% | +11.2% | -19.8% | -11.2% |
| 6M | -8.9% | +12.5% | -21.4% | -12.3% |
| YTD | +11.9% | +12.5% | -0.6% | +7.3% |
| 1Y | +13.1% | +10.1% | +3.0% | +9.0% |
| 3Y | +70.7% | +16.0% | +54.6% | +57.7% |
| 5Y | +31.8% | -17.2% | +48.9% | +33.4% |
| All | +121.1% | +136.5% | -15.3% | +73.4% |
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