-18.1%
AZN vs EWJ
+12.1%
-30.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | +0.6% | +0.2% | +0.4% | +0.5% |
| 3M | -10.8% | +8.6% | -19.4% | -13.3% |
| 6M | -18.1% | +12.1% | -30.3% | -22.1% |
| All | -18.1% | +12.1% | -30.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 6mo: compounded portfolio wealth divided by compounded EWJ 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…
6mo analysis · Full analysis span regression · 6 months rolling