+1,193.7%
EWY vs AZN
+821.7%
+372.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.8% |
| 7D | +1.2% | -3.1% | +4.3% | +2.4% |
| 30D | +9.3% | +0.6% | +8.7% | +8.9% |
| 3M | +2.4% | -10.8% | +13.2% | +5.7% |
| 6M | +40.3% | -18.1% | +58.4% | +49.4% |
| YTD | +88.0% | -12.3% | +100.3% | +94.4% |
| 1Y | +143.8% | -0.2% | +144.0% | +138.4% |
| 3Y | +217.8% | +23.4% | +194.4% | +180.4% |
| 5Y | +142.7% | +56.4% | +86.4% | +89.5% |
| 10Y | +291.7% | +225.7% | +66.0% | +112.2% |
| All | +1,193.7% | +821.7% | +372.1% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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