+4,753.5%
AZN vs CASY
+24,267.2%
-19,513.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.7% | -11.3% | +12.1% | +2.6% |
| 3M | -10.5% | -0.6% | -9.9% | -11.0% |
| 6M | -19.3% | +10.7% | -30.0% | -21.2% |
| YTD | -10.6% | +37.1% | -47.7% | -15.8% |
| 1Y | +0.5% | +52.3% | -51.8% | -7.1% |
| 3Y | +25.9% | +215.2% | -189.3% | +2.1% |
| 5Y | +52.4% | +276.5% | -224.1% | +19.2% |
| 10Y | +220.8% | +508.4% | -287.5% | +127.0% |
| All | +4,753.5% | +24,267.2% | -19,513.7% | +1,981.2% |
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