+40,217.1%
AMAT vs AZN
+4,524.2%
+35,692.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +0.7% | -15.5% | -15.1% |
| 3M | -9.3% | -10.5% | +1.2% | -6.9% |
| 6M | +27.4% | -19.3% | +46.7% | +35.4% |
| YTD | +77.6% | -10.6% | +88.2% | +81.7% |
| 1Y | +188.9% | +0.5% | +188.4% | +182.9% |
| 3Y | +202.3% | +25.9% | +176.4% | +168.8% |
| 5Y | +248.9% | +52.4% | +196.5% | +184.9% |
| 10Y | +1,585.2% | +220.8% | +1,364.4% | +941.3% |
| All | +40,217.1% | +4,524.2% | +35,692.9% | +10,965.6% |
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 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