+57.7%
AZN vs DD
+56.1%
+1.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.6% | -3.5% | +1.9% | -0.9% |
| 30D | +1.1% | -11.7% | +12.7% | +3.5% |
| 3M | -12.1% | -9.2% | -2.9% | -10.6% |
| 6M | -17.1% | -7.2% | -10.0% | -16.4% |
| YTD | -12.0% | +6.6% | -18.6% | -13.7% |
| 1Y | -0.2% | +32.0% | -32.2% | -6.7% |
| 3Y | +26.8% | +42.1% | -15.4% | +14.2% |
| All | +57.7% | +56.1% | +1.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling