+64.4%
EEM vs AMT
+10.5%
+53.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.2% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -11.9% | +13.6% | -25.5% | -12.2% |
| 3M | -8.8% | +11.5% | -20.2% | -9.0% |
| 6M | -11.6% | +6.9% | -18.6% | -11.8% |
| YTD | +9.0% | +10.8% | -1.8% | +8.4% |
| 1Y | +10.6% | +10.3% | +0.2% | +10.0% |
| 3Y | +64.4% | +12.4% | +51.9% | +56.3% |
| All | +64.4% | +10.5% | +53.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling