+2,971.1%
AZN vs DRI
+7,577.6%
-4,606.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +0.7% | +3.8% | -3.1% | +0.1% |
| 3M | -10.5% | +13.0% | -23.5% | -12.2% |
| 6M | -19.3% | +8.3% | -27.6% | -20.4% |
| YTD | -10.6% | +20.6% | -31.2% | -13.3% |
| 1Y | +0.5% | +6.5% | -5.9% | -0.9% |
| 3Y | +25.9% | +53.7% | -27.8% | +16.9% |
| 5Y | +52.4% | +72.7% | -20.3% | +38.0% |
| 10Y | +220.8% | +363.2% | -142.3% | +135.8% |
| All | +2,971.1% | +7,577.6% | -4,606.6% | +1,543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling