+26.8%
AZN vs DOW
-36.3%
+63.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.1% | -3.9% | +5.0% | +1.4% |
| 3M | -12.1% | -12.7% | +0.5% | -11.1% |
| 6M | -17.1% | -13.7% | -3.5% | -16.8% |
| YTD | -12.0% | +28.4% | -40.4% | -17.2% |
| 1Y | -0.2% | +21.8% | -22.0% | -5.7% |
| 3Y | +26.8% | -35.7% | +62.5% | +32.4% |
| All | +26.8% | -36.3% | +63.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3y: compounded portfolio wealth divided by compounded DOW 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…
3y analysis · Full analysis span regression · 6 months rolling