+216.5%
AZN vs BIL
+25.3%
+191.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +1.1% | +0.3% | +0.8% | +1.0% |
| 3M | -12.1% | +0.9% | -13.1% | -12.4% |
| 6M | -17.1% | +1.8% | -19.0% | -17.7% |
| YTD | -12.0% | +2.5% | -14.5% | -12.9% |
| 1Y | -0.2% | +3.7% | -3.9% | -1.5% |
| 3Y | +26.8% | +14.1% | +12.6% | +21.6% |
| 5Y | +56.9% | +19.5% | +37.4% | +47.0% |
| All | +216.5% | +25.3% | +191.2% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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