+5,402.3%
AZN vs CASY
+22,870.9%
-17,468.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -1.1% | +3.6% | -4.6% | -1.6% |
| 30D | +13.8% | +9.1% | +4.8% | +12.3% |
| 3M | +17.3% | -16.5% | +33.8% | +20.3% |
| 6M | -1.7% | -19.7% | +18.0% | +0.8% |
| YTD | +1.4% | +29.3% | -27.9% | -3.9% |
| 1Y | +5.2% | +33.1% | -28.0% | -0.8% |
| 3Y | +52.6% | +158.5% | -105.9% | +27.7% |
| 5Y | +72.9% | +266.7% | -193.8% | +35.6% |
| 10Y | +333.0% | +553.5% | -220.5% | +202.5% |
| All | +5,402.3% | +22,870.9% | -17,468.6% | +2,275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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