+1,278.0%
AAPL vs AZN
+223.4%
+1,054.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.8% | -1.6% | +5.4% | +4.4% |
| 30D | +9.9% | +1.1% | +8.9% | +9.5% |
| 3M | +12.5% | -12.1% | +24.6% | +16.9% |
| 6M | +27.6% | -17.1% | +44.8% | +34.9% |
| YTD | +22.6% | -12.0% | +34.5% | +26.6% |
| 1Y | +45.0% | -0.2% | +45.2% | +42.9% |
| 3Y | +87.8% | +26.8% | +61.0% | +67.2% |
| 5Y | +128.7% | +56.9% | +71.8% | +84.2% |
| All | +1,278.0% | +223.4% | +1,054.6% | +790.2% |
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