+643.6%
AZN vs EMB
+131.9%
+511.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -0.9% | -0.5% | -0.4% | -0.6% |
| 3M | -11.8% | +0.3% | -12.2% | -12.0% |
| 6M | -17.6% | +1.2% | -18.8% | -18.1% |
| YTD | -12.0% | +1.5% | -13.5% | -12.7% |
| 1Y | -0.9% | +4.8% | -5.7% | -3.1% |
| 3Y | +23.7% | +30.4% | -6.7% | +8.6% |
| 5Y | +54.5% | +7.3% | +47.3% | +47.7% |
| 10Y | +218.2% | +29.7% | +188.5% | +181.4% |
| All | +643.6% | +131.9% | +511.7% | +504.9% |
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 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