+467.1%
AXP vs AZN
+213.8%
+253.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | -5.0% | -3.1% | -2.0% | -4.3% |
| 3M | +1.4% | -14.4% | +15.8% | +5.0% |
| 6M | +6.0% | -19.5% | +25.5% | +11.5% |
| YTD | -12.3% | -13.8% | +1.4% | -9.8% |
| 1Y | +0.3% | -2.4% | +2.7% | -0.7% |
| 3Y | +111.7% | +21.3% | +90.4% | +93.5% |
| 5Y | +114.5% | +53.6% | +60.9% | +79.8% |
| 10Y | +467.1% | +220.1% | +246.9% | +301.6% |
| All | +467.1% | +213.8% | +253.2% | +301.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling