+3,449.4%
AZN vs DAR
+1,817.4%
+1,632.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -1.8% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -0.9% | +13.0% | -13.8% | -1.5% |
| 3M | -11.8% | +15.0% | -26.8% | -12.5% |
| 6M | -17.6% | +26.8% | -44.4% | -18.6% |
| YTD | -12.0% | +86.4% | -98.5% | -14.7% |
| 1Y | -0.9% | +115.1% | -116.0% | -4.6% |
| 3Y | +23.7% | +14.6% | +9.0% | +21.6% |
| 5Y | +54.5% | -8.8% | +63.3% | +52.7% |
| 10Y | +218.2% | +356.5% | -138.4% | +190.7% |
| All | +3,449.4% | +1,817.4% | +1,632.0% | +2,835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling