+981.9%
EMR vs AMT
+1,431.6%
-449.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +2.0% | +13.6% | -11.6% | -0.3% |
| 3M | +3.8% | +11.5% | -7.6% | +1.7% |
| 6M | +10.5% | +6.9% | +3.6% | +8.6% |
| YTD | +23.7% | +10.8% | +12.9% | +20.7% |
| 1Y | +25.4% | +10.3% | +15.1% | +22.4% |
| 3Y | +86.6% | +12.4% | +74.1% | +79.0% |
| 5Y | +83.0% | -20.1% | +103.1% | +84.8% |
| 10Y | +319.5% | +116.8% | +202.7% | +256.6% |
| All | +981.9% | +1,431.6% | -449.7% | +541.4% |
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