+4,662.2%
AZN vs AEM
+3,442.1%
+1,220.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.8% |
| 30D | +0.6% | +8.5% | -7.9% | +0.1% |
| 3M | -10.8% | +29.3% | -40.1% | -12.2% |
| 6M | -18.1% | -12.9% | -5.2% | -17.7% |
| YTD | -12.3% | +16.8% | -29.0% | -13.3% |
| 1Y | -0.2% | +29.8% | -30.0% | -2.1% |
| 3Y | +23.4% | +336.7% | -313.4% | +12.9% |
| 5Y | +56.4% | +299.9% | -243.6% | +43.0% |
| 10Y | +225.7% | +362.2% | -136.6% | +192.2% |
| All | +4,662.2% | +3,442.1% | +1,220.2% | +4,015.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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