-2.4%
AZN vs CART
+3.4%
-5.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.9% |
| 7D | -2.9% | -9.5% | +6.6% | -2.9% |
| 30D | -3.1% | -7.8% | +4.7% | -3.1% |
| 3M | -14.4% | +10.4% | -24.9% | -14.1% |
| 6M | -19.5% | +20.1% | -39.5% | -19.0% |
| YTD | -13.8% | +3.7% | -17.4% | -12.7% |
| 1Y | -2.4% | +2.6% | -5.0% | -1.6% |
| All | -2.4% | +3.4% | -5.8% | -1.6% |
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