+216.5%
AZN vs EMB
+30.3%
+186.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -1.2% | -0.4% | -0.7% |
| 30D | +1.1% | -1.3% | +2.3% | +2.0% |
| 3M | -12.1% | -1.8% | -10.3% | -11.0% |
| 6M | -17.1% | +0.2% | -17.3% | -17.3% |
| YTD | -12.0% | +0.4% | -12.3% | -12.2% |
| 1Y | -0.2% | +2.8% | -3.0% | -2.1% |
| 3Y | +26.8% | +29.1% | -2.4% | +6.0% |
| 5Y | +56.9% | +6.3% | +50.6% | +50.1% |
| All | +216.5% | +30.3% | +186.2% | +170.1% |
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