+0.5%
AZN vs CART
+14.4%
-13.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | +0.7% | +12.6% | -11.9% | +0.9% |
| 3M | -10.5% | +23.1% | -33.6% | -10.1% |
| 6M | -19.3% | +39.5% | -58.8% | -18.7% |
| YTD | -10.6% | +13.5% | -24.1% | -9.5% |
| 1Y | +0.5% | +14.9% | -14.4% | +1.4% |
| All | +0.5% | +14.4% | -13.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling