-6.7%
AXP vs AZN
+18.4%
-25.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.0% |
| 7D | +4.6% | +11.5% | -6.9% | +3.9% |
| 30D | +9.7% | +20.8% | -11.0% | +8.5% |
| 3M | -3.8% | +21.5% | -25.2% | -4.8% |
| 6M | +4.8% | +3.0% | +1.8% | +4.1% |
| YTD | -9.1% | +3.9% | -13.0% | -10.9% |
| 1Y | -6.7% | +16.4% | -23.1% | -10.3% |
| All | -6.7% | +18.4% | -25.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling