+66.9%
AMAT vs AZN
+6.0%
+60.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | -1.1% | +12.4% | +11.1% |
| 30D | -17.0% | +13.8% | -30.9% | -15.2% |
| 3M | -30.6% | +17.3% | -47.9% | -28.9% |
| 6M | -14.9% | -1.7% | -13.2% | -10.9% |
| YTD | +44.7% | +1.4% | +43.3% | +48.5% |
| 1Y | +66.9% | +5.2% | +61.7% | +66.7% |
| All | +66.9% | +6.0% | +60.9% | +66.7% |
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 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