+770.3%
AZN vs A
+434.5%
+335.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -2.9% | -4.4% | +1.5% | -2.2% |
| 30D | -3.1% | -2.7% | -0.4% | -2.7% |
| 3M | -14.4% | +7.0% | -21.5% | -15.5% |
| 6M | -19.5% | +24.6% | -44.1% | -22.7% |
| YTD | -13.8% | +7.0% | -20.8% | -15.2% |
| 1Y | -2.4% | +15.6% | -18.0% | -5.2% |
| 3Y | +21.3% | +29.9% | -8.6% | +14.6% |
| 5Y | +53.6% | -15.4% | +69.0% | +53.5% |
| 10Y | +220.1% | +248.9% | -28.7% | +158.2% |
| All | +770.3% | +434.5% | +335.8% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling