+3,207.8%
AMD vs AZN
+4,524.2%
-1,316.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +5.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -0.9% | +0.7% | -1.7% | -1.3% |
| 3M | -8.7% | -10.5% | +1.8% | -6.5% |
| 6M | +136.3% | -19.3% | +155.6% | +151.1% |
| YTD | +123.0% | -10.6% | +133.6% | +127.4% |
| 1Y | +195.2% | +0.5% | +194.7% | +186.5% |
| 3Y | +336.3% | +25.9% | +310.5% | +282.3% |
| 5Y | +334.5% | +52.4% | +282.1% | +247.9% |
| 10Y | +6,259.1% | +220.8% | +6,038.3% | +3,695.8% |
| All | +3,207.8% | +4,524.2% | -1,316.4% | +1,091.5% |
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