+4,678.0%
AZN vs BNY
+4,816.0%
-137.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -1.3% | -0.2% | -1.3% |
| 30D | +1.1% | -0.2% | +1.2% | +1.1% |
| 3M | -12.1% | +14.9% | -27.1% | -14.9% |
| 6M | -17.1% | +40.0% | -57.1% | -23.2% |
| YTD | -12.0% | +42.0% | -54.0% | -18.8% |
| 1Y | -0.2% | +56.9% | -57.1% | -10.1% |
| 3Y | +26.8% | +289.9% | -263.1% | -7.3% |
| 5Y | +56.9% | +259.2% | -202.3% | +15.1% |
| 10Y | +226.7% | +413.3% | -186.5% | +112.6% |
| All | +4,678.0% | +4,816.0% | -137.9% | +1,797.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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