+216.5%
AZN vs DAR
+366.1%
-149.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +1.1% | +2.6% | -1.6% | +0.6% |
| 3M | -12.1% | +14.2% | -26.4% | -13.8% |
| 6M | -17.1% | +17.2% | -34.3% | -19.2% |
| YTD | -12.0% | +80.9% | -92.8% | -19.0% |
| 1Y | -0.2% | +104.0% | -104.2% | -10.0% |
| 3Y | +26.8% | +3.6% | +23.1% | +23.3% |
| 5Y | +56.9% | -7.8% | +64.7% | +52.1% |
| All | +216.5% | +366.1% | -149.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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