+16.6%
EMR vs AMT
-7.7%
+24.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.6% | +4.6% | -10.2% | -5.5% |
| 3M | +7.9% | -8.4% | +16.4% | +9.2% |
| 6M | +6.0% | -6.0% | +12.1% | +6.5% |
| YTD | +16.4% | +2.1% | +14.3% | +16.0% |
| 1Y | +16.6% | -6.4% | +23.0% | +14.3% |
| All | +16.6% | -7.7% | +24.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling