+62.7%
EMR vs AMT
-31.6%
+94.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.6% | +4.6% | -10.2% | -6.3% |
| 3M | +7.9% | -8.4% | +16.4% | +9.4% |
| 6M | +6.0% | -6.0% | +12.1% | +6.8% |
| YTD | +16.4% | +2.1% | +14.3% | +15.3% |
| 1Y | +16.6% | -6.4% | +23.0% | +17.2% |
| 3Y | +62.9% | +8.1% | +54.8% | +51.6% |
| All | +62.7% | -31.6% | +94.3% | +73.3% |
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 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