+564.1%
AMZN vs EMB
+29.7%
+534.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | -0.3% | -9.0% | -8.9% |
| 3M | +3.4% | -0.3% | +3.7% | +3.9% |
| 6M | +18.2% | +0.7% | +17.5% | +17.5% |
| YTD | +9.3% | +1.3% | +8.1% | +8.0% |
| 1Y | +5.9% | +4.7% | +1.3% | +0.6% |
| 3Y | +82.6% | +30.1% | +52.5% | +34.8% |
| 5Y | +44.9% | +6.9% | +38.0% | +29.9% |
| 10Y | +564.1% | +30.7% | +533.4% | +390.7% |
| All | +564.1% | +29.7% | +534.4% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling