+854.3%
EEM vs AMT
+3,731.6%
-2,877.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +4.5% | +4.6% | -0.1% | +2.3% |
| 3M | -0.1% | -8.4% | +8.4% | +2.9% |
| 6M | +16.9% | -6.0% | +23.0% | +18.3% |
| YTD | +26.2% | +2.1% | +24.1% | +22.2% |
| 1Y | +40.5% | -6.4% | +46.9% | +41.1% |
| 3Y | +86.2% | +8.1% | +78.1% | +66.6% |
| 5Y | +45.5% | -31.9% | +77.4% | +58.9% |
| 10Y | +128.6% | +97.1% | +31.5% | +29.1% |
| All | +854.3% | +3,731.6% | -2,877.4% | +102.1% |
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