+268.9%
AMAT vs AZN
+53.9%
+215.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | +7.0% | -1.5% | +8.5% | +7.3% |
| 30D | -12.2% | -0.9% | -11.4% | -12.1% |
| 3M | -3.8% | -11.8% | +8.0% | -1.6% |
| 6M | +45.9% | -17.6% | +63.5% | +52.0% |
| YTD | +84.6% | -12.0% | +96.7% | +88.5% |
| 1Y | +193.4% | -0.9% | +194.2% | +188.6% |
| 3Y | +228.1% | +23.7% | +204.4% | +199.4% |
| 5Y | +268.9% | +54.5% | +214.4% | +224.5% |
| All | +268.9% | +53.9% | +215.1% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling