+216.5%
AZN vs DLR
+177.5%
+39.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.1% | -4.3% | +5.4% | +1.9% |
| 3M | -12.1% | +3.8% | -16.0% | -13.2% |
| 6M | -17.1% | +5.8% | -23.0% | -18.4% |
| YTD | -12.0% | +23.5% | -35.5% | -16.1% |
| 1Y | -0.2% | +11.1% | -11.3% | -2.9% |
| 3Y | +26.8% | +57.9% | -31.1% | +12.5% |
| 5Y | +56.9% | +44.0% | +12.9% | +39.8% |
| All | +216.5% | +177.5% | +39.0% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling