+216.5%
AZN vs A
+256.4%
-39.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | -0.4% |
| 7D | -1.6% | -2.6% | +1.1% | -0.8% |
| 30D | +1.1% | -0.9% | +1.9% | +1.2% |
| 3M | -12.1% | +13.6% | -25.8% | -15.7% |
| 6M | -17.1% | +27.8% | -45.0% | -23.9% |
| YTD | -12.0% | +8.6% | -20.6% | -15.0% |
| 1Y | -0.2% | +16.9% | -17.1% | -5.9% |
| 3Y | +26.8% | +32.9% | -6.1% | +12.2% |
| 5Y | +56.9% | -14.1% | +71.0% | +56.2% |
| All | +216.5% | +256.4% | -39.9% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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