+63.6%
AZN vs AUR
-35.7%
+99.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | +1.1% | -6.4% | +7.5% | +1.1% |
| 3M | -12.1% | +7.7% | -19.8% | -12.4% |
| 6M | -17.1% | +44.5% | -61.6% | -18.1% |
| YTD | -12.0% | +67.4% | -79.4% | -13.4% |
| 1Y | -0.2% | +15.4% | -15.7% | -1.1% |
| 3Y | +26.8% | +94.8% | -68.1% | +22.2% |
| 5Y | +56.9% | -35.1% | +92.0% | +54.3% |
| All | +63.6% | -35.7% | +99.3% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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