+5,884.3%
AMZN vs EMB
+126.5%
+5,757.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.3% |
| 30D | +3.4% | +0.5% | +2.9% | +3.0% |
| 3M | +0.1% | -2.5% | +2.5% | +2.0% |
| 6M | +0.6% | -2.0% | +2.6% | +2.3% |
| YTD | +15.9% | -0.9% | +16.7% | +16.9% |
| 1Y | +9.5% | -0.3% | +9.8% | +10.1% |
| 3Y | +86.3% | +29.2% | +57.1% | +56.5% |
| 5Y | +51.7% | +7.4% | +44.3% | +42.2% |
| 10Y | +623.8% | +35.8% | +588.0% | +520.3% |
| All | +5,884.3% | +126.5% | +5,757.8% | +4,504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling