+57.2%
AZN vs EAT
+317.4%
-260.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -3.1% | -6.2% | +3.1% | -2.8% |
| 30D | +0.6% | -3.0% | +3.6% | +0.7% |
| 3M | -10.8% | +45.6% | -56.4% | -12.7% |
| 6M | -18.1% | +53.5% | -71.7% | -20.2% |
| YTD | -12.3% | +49.6% | -61.9% | -14.5% |
| 1Y | -0.2% | +38.9% | -39.1% | -2.5% |
| 3Y | +23.4% | +589.7% | -566.3% | +7.0% |
| All | +57.2% | +317.4% | -260.2% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling