+724.1%
EEM vs AMT
+4,058.1%
-3,333.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.4% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -11.9% | +13.6% | -25.5% | -17.3% |
| 3M | -8.8% | +11.5% | -20.2% | -13.7% |
| 6M | -11.6% | +6.9% | -18.6% | -16.1% |
| YTD | +9.0% | +10.8% | -1.8% | +1.1% |
| 1Y | +10.6% | +10.3% | +0.2% | +2.6% |
| 3Y | +64.4% | +12.4% | +51.9% | +44.8% |
| 5Y | +31.0% | -20.1% | +51.1% | +31.8% |
| 10Y | +105.6% | +116.8% | -11.2% | +10.5% |
| All | +724.1% | +4,058.1% | -3,333.9% | +67.2% |
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