+118.3%
AZN vs DOW
-15.2%
+133.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | +0.6% | -4.1% | +4.6% | +1.1% |
| 3M | -10.8% | -12.4% | +1.6% | -9.3% |
| 6M | -18.1% | -10.6% | -7.5% | -17.7% |
| YTD | -12.3% | +31.1% | -43.4% | -17.5% |
| 1Y | -0.2% | +30.5% | -30.7% | -6.5% |
| 3Y | +23.4% | -34.4% | +57.8% | +27.7% |
| 5Y | +56.4% | -35.5% | +91.9% | +60.6% |
| All | +118.3% | -15.2% | +133.6% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling