+3,729.6%
AMD vs AZN
+5,171.7%
-1,442.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.5% |
| 7D | +13.1% | -1.9% | +15.0% | +14.0% |
| 30D | -7.0% | +17.1% | -24.1% | -12.5% |
| 3M | +16.6% | +16.8% | -0.3% | +9.5% |
| 6M | +20.5% | +2.0% | +18.5% | +17.0% |
| YTD | +158.2% | +1.9% | +156.2% | +149.7% |
| 1Y | +132.8% | +5.2% | +127.6% | +122.3% |
| 3Y | +366.2% | +54.8% | +311.4% | +277.2% |
| 5Y | +278.7% | +62.4% | +216.2% | +195.7% |
| 10Y | +8,164.6% | +335.4% | +7,829.1% | +4,297.4% |
| All | +3,729.6% | +5,171.7% | -1,442.1% | +1,208.5% |
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 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