+26.4%
AZN vs D
+60.0%
-33.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | +0.6% | -3.5% | +4.1% | +1.6% |
| 3M | -10.8% | -1.6% | -9.2% | -10.4% |
| 6M | -18.1% | +5.8% | -23.9% | -19.5% |
| YTD | -12.3% | +14.5% | -26.7% | -15.7% |
| 1Y | -0.2% | +14.2% | -14.3% | -4.1% |
| All | +26.4% | +60.0% | -33.7% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling