+416.0%
AAOI vs AZN
+223.4%
+192.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -23.7% | +1.1% | -24.8% | -24.1% |
| 3M | -39.0% | -12.1% | -26.9% | -37.9% |
| 6M | -17.0% | -17.1% | +0.1% | -14.0% |
| YTD | +202.2% | -12.0% | +214.2% | +206.4% |
| 1Y | +292.4% | -0.2% | +292.6% | +280.8% |
| 3Y | +804.4% | +26.8% | +777.6% | +690.8% |
| 5Y | +1,318.0% | +56.9% | +1,261.1% | +1,031.1% |
| All | +416.0% | +223.4% | +192.5% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling