+338.2%
AZN vs D
+48.0%
+290.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | +13.8% | +7.7% | +6.1% | +11.3% |
| 3M | +17.3% | -0.3% | +17.6% | +17.4% |
| 6M | -1.7% | +10.1% | -11.8% | -4.7% |
| YTD | +1.4% | +19.1% | -17.7% | -4.1% |
| 1Y | +5.2% | +15.9% | -10.7% | +0.2% |
| 3Y | +52.6% | +75.0% | -22.4% | +27.2% |
| 5Y | +72.9% | +13.4% | +59.5% | +63.1% |
| All | +338.2% | +48.0% | +290.2% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling