+46.6%
EEM vs AMT
-32.2%
+78.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.0% | +1.5% | +0.5% | +1.8% |
| 30D | +5.1% | +3.7% | +1.3% | +4.5% |
| 3M | +4.6% | -7.2% | +11.8% | +5.6% |
| 6M | +17.8% | -4.2% | +21.9% | +18.1% |
| YTD | +25.8% | +1.9% | +23.9% | +24.6% |
| 1Y | +36.4% | -6.4% | +42.8% | +37.0% |
| 3Y | +90.0% | +7.7% | +82.3% | +81.2% |
| 5Y | +46.6% | -30.9% | +77.5% | +48.9% |
| All | +46.6% | -32.2% | +78.8% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling