+6.2%
AZN vs DECK
-0.5%
+6.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | 0.0% |
| 7D | -1.3% | -3.7% | +2.3% | -0.8% |
| 30D | +18.3% | +0.6% | +17.7% | +18.2% |
| 3M | +16.3% | -7.3% | +23.6% | +17.2% |
| 6M | -0.1% | -10.9% | +10.8% | +0.9% |
| YTD | +1.3% | -18.5% | +19.8% | +3.3% |
| 1Y | +6.2% | +0.2% | +6.1% | +7.3% |
| All | +6.2% | -0.5% | +6.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling