+61.4%
AMAT vs AZN
+18.4%
+43.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -2.7% |
| 7D | -11.2% | +11.5% | -22.7% | -9.1% |
| 30D | -31.9% | +20.8% | -52.6% | -29.5% |
| 3M | -32.3% | +21.5% | -53.8% | -30.0% |
| 6M | -5.4% | +3.0% | -8.4% | -1.7% |
| YTD | +44.3% | +3.9% | +40.4% | +51.2% |
| 1Y | +61.4% | +16.4% | +45.0% | +74.9% |
| All | +61.4% | +18.4% | +43.0% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling