+376.3%
AMD vs AZN
+53.9%
+322.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.1% |
| 7D | +10.0% | -1.5% | +11.5% | +10.2% |
| 30D | +4.6% | -0.9% | +5.5% | +4.7% |
| 3M | +3.1% | -11.8% | +15.0% | +4.7% |
| 6M | +162.8% | -17.6% | +180.4% | +170.5% |
| YTD | +136.2% | -12.0% | +148.2% | +139.0% |
| 1Y | +234.0% | -0.9% | +234.9% | +227.1% |
| 3Y | +376.7% | +23.7% | +353.0% | +334.5% |
| 5Y | +376.3% | +54.5% | +321.8% | +309.4% |
| All | +376.3% | +53.9% | +322.5% | +309.4% |
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