+5,684.5%
AMZN vs EMB
+132.1%
+5,552.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -5.2% | -0.3% | -4.9% | -5.0% |
| 3M | +1.9% | -0.4% | +2.3% | +2.3% |
| 6M | +19.2% | +0.1% | +19.1% | +19.4% |
| YTD | +12.0% | +1.6% | +10.4% | +11.0% |
| 1Y | +9.7% | +5.6% | +4.1% | +5.7% |
| 3Y | +87.2% | +29.8% | +57.3% | +56.6% |
| 5Y | +48.7% | +7.3% | +41.4% | +38.6% |
| 10Y | +569.3% | +30.4% | +538.9% | +476.5% |
| All | +5,684.5% | +132.1% | +5,552.4% | +4,269.4% |
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