+216.5%
AZN vs DTE
+137.8%
+78.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -1.6% | -2.6% | +1.0% | -0.7% |
| 30D | +1.1% | -4.4% | +5.5% | +2.5% |
| 3M | -12.1% | -8.3% | -3.8% | -9.6% |
| 6M | -17.1% | -8.1% | -9.1% | -14.9% |
| YTD | -12.0% | +4.4% | -16.4% | -13.2% |
| 1Y | -0.2% | +0.2% | -0.4% | -0.4% |
| 3Y | +26.8% | +42.6% | -15.8% | +12.8% |
| 5Y | +56.9% | +31.5% | +25.4% | +42.5% |
| All | +216.5% | +137.8% | +78.7% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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