+57.7%
AZN vs DLR
+43.3%
+14.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | -12.1% | +3.8% | -16.0% | -13.0% |
| 6M | -17.1% | +5.8% | -23.0% | -18.2% |
| YTD | -12.0% | +23.5% | -35.5% | -15.4% |
| 1Y | -0.2% | +11.1% | -11.3% | -2.5% |
| 3Y | +26.8% | +57.9% | -31.1% | +14.8% |
| All | +57.7% | +43.3% | +14.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling