+114.0%
AZN vs DT
+97.2%
+16.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.3% |
| 7D | -1.5% | -4.9% | +3.4% | -1.0% |
| 30D | -0.9% | +2.7% | -3.6% | -1.2% |
| 3M | -11.8% | +20.0% | -31.8% | -13.8% |
| 6M | -17.6% | +28.0% | -45.6% | -20.4% |
| YTD | -12.0% | +16.0% | -28.1% | -14.2% |
| 1Y | -0.9% | +0.7% | -1.6% | -1.7% |
| 3Y | +23.7% | +6.2% | +17.5% | +20.4% |
| 5Y | +54.5% | -28.1% | +82.7% | +53.9% |
| All | +114.0% | +97.2% | +16.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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