+26.8%
AZN vs EAT
+578.9%
-552.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | -1.6% | -7.7% | +6.1% | -1.3% |
| 30D | +1.1% | -13.6% | +14.6% | +1.6% |
| 3M | -12.1% | +33.9% | -46.0% | -13.3% |
| 6M | -17.1% | +47.2% | -64.3% | -18.6% |
| YTD | -12.0% | +48.1% | -60.0% | -13.7% |
| 1Y | -0.2% | +33.7% | -33.9% | -1.7% |
| 3Y | +26.8% | +595.8% | -569.0% | +8.8% |
| All | +26.8% | +578.9% | -552.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling