+4,581.7%
AZN vs DD
+1,063.4%
+3,518.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -2.9% | -3.8% | +0.9% | -2.1% |
| 30D | -3.1% | -9.2% | +6.2% | -1.1% |
| 3M | -14.4% | -9.0% | -5.4% | -12.9% |
| 6M | -19.5% | -5.0% | -14.5% | -19.1% |
| YTD | -13.8% | +7.4% | -21.1% | -15.6% |
| 1Y | -2.4% | +35.1% | -37.5% | -9.3% |
| 3Y | +21.3% | +43.2% | -21.9% | +9.5% |
| 5Y | +53.6% | +59.6% | -6.0% | +33.5% |
| 10Y | +220.1% | +66.5% | +153.6% | +160.1% |
| All | +4,581.7% | +1,063.4% | +3,518.3% | +2,295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling