+747.7%
EEM vs AMT
+4,062.7%
-3,315.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | -8.6% | +3.7% | -12.3% | -10.4% |
| 3M | -7.0% | +10.7% | -17.7% | -11.8% |
| 6M | -9.7% | +9.3% | -19.0% | -15.1% |
| YTD | +12.1% | +10.9% | +1.2% | +3.9% |
| 1Y | +14.1% | +10.5% | +3.5% | +5.8% |
| 3Y | +72.1% | +15.5% | +56.6% | +49.6% |
| 5Y | +34.1% | -20.6% | +54.7% | +35.3% |
| 10Y | +109.6% | +124.5% | -14.9% | +10.5% |
| All | +747.7% | +4,062.7% | -3,315.0% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling