+32,930.6%
AMAT vs AZN
+5,208.0%
+27,722.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.5% | +1.6% | -4.0% | -2.9% |
| 30D | -26.5% | +17.3% | -43.8% | -30.7% |
| 3M | -28.6% | +15.3% | -43.9% | -32.5% |
| 6M | -14.2% | +2.1% | -16.4% | -16.6% |
| YTD | +45.5% | +2.6% | +42.8% | +41.0% |
| 1Y | +59.3% | +7.9% | +51.5% | +51.8% |
| 3Y | +153.1% | +55.8% | +97.2% | +108.1% |
| 5Y | +158.2% | +63.0% | +95.2% | +105.5% |
| 10Y | +1,370.8% | +343.2% | +1,027.6% | +709.8% |
| All | +32,930.6% | +5,208.0% | +27,722.5% | +8,489.9% |
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 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