+26.5%
AZN vs CART
+14.3%
+12.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | -0.9% | -4.3% | +3.5% | -0.8% |
| 3M | -11.8% | +13.1% | -25.0% | -11.9% |
| 6M | -17.6% | +26.0% | -43.6% | -17.8% |
| YTD | -12.0% | +6.7% | -18.8% | -12.0% |
| 1Y | -0.9% | +6.3% | -7.1% | -0.9% |
| All | +26.5% | +14.3% | +12.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling