+931.7%
AZN vs CME
+7,387.0%
-6,455.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.9% |
| 30D | -0.9% | +5.5% | -6.4% | -2.0% |
| 3M | -11.8% | +11.0% | -22.8% | -14.0% |
| 6M | -17.6% | -9.7% | -7.9% | -16.2% |
| YTD | -12.0% | +4.9% | -16.9% | -13.4% |
| 1Y | -0.9% | +10.1% | -10.9% | -3.5% |
| 3Y | +23.7% | +53.5% | -29.8% | +11.6% |
| 5Y | +54.5% | +77.2% | -22.6% | +34.3% |
| 10Y | +218.2% | +282.1% | -64.0% | +131.3% |
| All | +931.7% | +7,387.0% | -6,455.3% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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