+86,356.6%
AAPL vs AZN
+4,452.3%
+81,904.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.8% | -1.6% | +5.4% | +4.3% |
| 30D | +9.9% | +1.1% | +8.9% | +9.6% |
| 3M | +12.5% | -12.1% | +24.6% | +16.5% |
| 6M | +27.6% | -17.1% | +44.8% | +34.2% |
| YTD | +22.6% | -12.0% | +34.5% | +26.3% |
| 1Y | +45.0% | -0.2% | +45.2% | +43.4% |
| 3Y | +87.8% | +26.8% | +61.0% | +70.7% |
| 5Y | +128.7% | +56.9% | +71.8% | +92.5% |
| 10Y | +1,308.9% | +226.7% | +1,082.1% | +838.2% |
| All | +86,356.6% | +4,452.3% | +81,904.2% | +26,430.7% |
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