+1.3%
AXP vs AZN
+0.2%
+1.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.6% | -1.5% | +2.1% | +0.6% |
| 30D | -4.3% | -0.9% | -3.5% | -4.3% |
| 3M | +4.7% | -11.8% | +16.6% | +4.9% |
| 6M | +9.0% | -17.6% | +26.6% | +9.6% |
| YTD | -11.1% | -12.0% | +0.9% | -11.3% |
| 1Y | +1.3% | -0.9% | +2.1% | +2.2% |
| All | +1.3% | +0.2% | +1.1% | +2.2% |
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