+4,581.7%
AZN vs EAT
+3,252.3%
+1,329.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -2.9% | -6.8% | +3.9% | -2.2% |
| 30D | -3.1% | -5.4% | +2.3% | -2.6% |
| 3M | -14.4% | +42.8% | -57.2% | -17.7% |
| 6M | -19.5% | +56.5% | -76.0% | -23.6% |
| YTD | -13.8% | +50.0% | -63.8% | -18.0% |
| 1Y | -2.4% | +38.3% | -40.6% | -6.7% |
| 3Y | +21.3% | +591.6% | -570.4% | -4.3% |
| 5Y | +53.6% | +312.6% | -259.0% | +24.6% |
| 10Y | +220.1% | +381.4% | -161.3% | +131.0% |
| All | +4,581.7% | +3,252.3% | +1,329.4% | +2,099.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling