+3,204.5%
AZN vs EME
+60,670.1%
-57,465.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.1% | +0.9% | -4.1% | -3.3% |
| 30D | +0.6% | -8.4% | +9.0% | +1.7% |
| 3M | -10.8% | -3.6% | -7.2% | -11.0% |
| 6M | -18.1% | +3.6% | -21.7% | -19.4% |
| YTD | -12.3% | +22.5% | -34.8% | -16.0% |
| 1Y | -0.2% | +18.2% | -18.4% | -4.5% |
| 3Y | +23.4% | +238.4% | -215.0% | -2.3% |
| 5Y | +56.4% | +550.5% | -494.2% | +10.1% |
| 10Y | +225.7% | +1,295.3% | -1,069.6% | +94.8% |
| All | +3,204.5% | +60,670.1% | -57,465.6% | +1,482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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