+144.4%
AZN vs AVTR
+1.1%
+143.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | -3.1% | +8.4% | -11.4% | -4.4% |
| 3M | -14.4% | +50.2% | -64.6% | -20.3% |
| 6M | -19.5% | +82.6% | -102.1% | -27.8% |
| YTD | -13.8% | +29.8% | -43.6% | -18.3% |
| 1Y | -2.4% | +16.0% | -18.4% | -6.7% |
| 3Y | +21.3% | -26.4% | +47.7% | +22.3% |
| 5Y | +53.6% | -64.5% | +118.1% | +76.6% |
| All | +144.4% | +1.1% | +143.3% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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