+9.4%
AMZN vs EMB
+3.6%
+5.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -0.4% |
| 30D | -7.5% | -1.1% | -6.4% | -5.4% |
| 3M | +5.8% | -0.8% | +6.6% | +7.8% |
| 6M | +17.5% | -0.1% | +17.6% | +17.1% |
| YTD | +9.1% | +0.4% | +8.7% | +7.5% |
| 1Y | +9.4% | +3.3% | +6.1% | +1.9% |
| All | +9.4% | +3.6% | +5.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling