+7,140.6%
AXP vs AZN
+5,198.7%
+1,942.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +5.8% | +16.4% | -10.6% | 0.0% |
| 3M | -6.0% | +15.7% | -21.8% | -11.1% |
| 6M | +0.3% | +0.8% | -0.5% | -1.1% |
| YTD | -12.3% | +2.5% | -14.7% | -14.4% |
| 1Y | -11.2% | +12.4% | -23.7% | -16.4% |
| 3Y | +117.0% | +53.4% | +63.6% | +78.0% |
| 5Y | +93.2% | +62.8% | +30.3% | +52.5% |
| 10Y | +461.2% | +342.7% | +118.4% | +186.5% |
| All | +7,140.6% | +5,198.7% | +1,942.0% | +1,783.7% |
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