+539.4%
AZN vs DG
+560.3%
-20.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.6% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | -3.1% | +1.8% | -4.8% | -3.4% |
| 3M | -14.4% | +14.5% | -28.9% | -16.2% |
| 6M | -19.5% | -13.6% | -5.9% | -18.2% |
| YTD | -13.8% | -4.8% | -8.9% | -13.6% |
| 1Y | -2.4% | +21.6% | -23.9% | -6.0% |
| 3Y | +21.3% | +4.5% | +16.8% | +16.2% |
| 5Y | +53.6% | -38.5% | +92.1% | +59.0% |
| 10Y | +220.1% | +102.2% | +117.9% | +168.2% |
| All | +539.4% | +560.3% | -20.9% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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