+12.1%
EEM vs AMT
+11.6%
+0.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -8.6% | +3.7% | -12.3% | -8.3% |
| 3M | -7.0% | +10.7% | -17.7% | -6.3% |
| 6M | -9.7% | +9.3% | -19.0% | -9.1% |
| YTD | +12.1% | +10.9% | +1.2% | +12.8% |
| All | +12.1% | +11.6% | +0.5% | +12.9% |
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