+1,928.0%
AZN vs EWJ
+151.8%
+1,776.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | +0.6% | +0.2% | +0.4% | +0.4% |
| 3M | -10.8% | +8.6% | -19.4% | -14.0% |
| 6M | -18.1% | +12.1% | -30.3% | -22.2% |
| YTD | -12.3% | +20.1% | -32.4% | -18.9% |
| 1Y | -0.2% | +25.2% | -25.4% | -9.3% |
| 3Y | +23.4% | +70.8% | -47.4% | -1.6% |
| 5Y | +56.4% | +49.2% | +7.2% | +30.5% |
| 10Y | +225.7% | +138.6% | +87.1% | +125.5% |
| All | +1,928.0% | +151.8% | +1,776.2% | +1,035.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling