+769.8%
AZN vs DLR
+3,617.4%
-2,847.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -1.5% | +3.4% | -4.9% | -2.3% |
| 30D | -0.9% | -2.2% | +1.4% | -0.4% |
| 3M | -11.8% | +4.7% | -16.6% | -13.2% |
| 6M | -17.6% | +9.0% | -26.6% | -19.6% |
| YTD | -12.0% | +24.1% | -36.2% | -16.8% |
| 1Y | -0.9% | +20.9% | -21.8% | -5.9% |
| 3Y | +23.7% | +60.0% | -36.4% | +8.0% |
| 5Y | +54.5% | +35.3% | +19.2% | +37.7% |
| 10Y | +218.2% | +165.8% | +52.4% | +132.0% |
| All | +769.8% | +3,617.4% | -2,847.6% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling