+526.4%
AZN vs CBOE
+1,003.5%
-477.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | +0.6% | +2.0% | -1.4% | +0.1% |
| 3M | -10.8% | -4.2% | -6.5% | -10.4% |
| 6M | -18.1% | +1.2% | -19.3% | -19.0% |
| YTD | -12.3% | +15.4% | -27.6% | -15.6% |
| 1Y | -0.2% | +23.5% | -23.7% | -5.4% |
| 3Y | +23.4% | +93.2% | -69.8% | +5.9% |
| 5Y | +56.4% | +142.0% | -85.6% | +27.0% |
| 10Y | +225.7% | +379.2% | -153.5% | +123.5% |
| All | +526.4% | +1,003.5% | -477.1% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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