+188.3%
AMAT vs AZN
-2.1%
+190.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | +6.9% | -2.9% | +9.8% | +7.0% |
| 30D | -10.1% | -3.1% | -7.0% | -10.1% |
| 3M | -6.0% | -14.4% | +8.5% | -4.7% |
| 6M | +38.6% | -19.5% | +58.1% | +43.7% |
| YTD | +83.1% | -13.8% | +96.8% | +86.0% |
| 1Y | +188.3% | -2.4% | +190.7% | +184.6% |
| All | +188.3% | -2.1% | +190.5% | +184.6% |
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