-11.1%
AXP vs AZN
+9.4%
-20.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +5.0% | +17.3% | -12.4% | +3.9% |
| 3M | -4.2% | +15.3% | -19.6% | -5.1% |
| 6M | +2.9% | +2.1% | +0.8% | +2.3% |
| YTD | -11.6% | +2.6% | -14.2% | -13.8% |
| 1Y | -11.1% | +7.9% | -18.9% | -14.3% |
| All | -11.1% | +9.4% | -20.5% | -14.3% |
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