+216.5%
AZN vs DRI
+353.8%
-137.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.6% | -3.2% | +1.7% | -1.2% |
| 30D | +1.1% | -7.8% | +8.9% | +2.0% |
| 3M | -12.1% | +0.4% | -12.5% | -12.3% |
| 6M | -17.1% | +4.8% | -21.9% | -17.8% |
| YTD | -12.0% | +16.7% | -28.7% | -13.8% |
| 1Y | -0.2% | +1.5% | -1.7% | -0.8% |
| 3Y | +26.8% | +56.3% | -29.5% | +19.1% |
| 5Y | +56.9% | +66.4% | -9.5% | +45.1% |
| All | +216.5% | +353.8% | -137.3% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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