+216.5%
AZN vs ED
+108.5%
+108.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -12.1% | +0.5% | -12.6% | -12.2% |
| 6M | -17.1% | -3.1% | -14.0% | -16.4% |
| YTD | -12.0% | +9.8% | -21.8% | -14.5% |
| 1Y | -0.2% | +12.6% | -12.8% | -4.0% |
| 3Y | +26.8% | +31.4% | -4.6% | +15.6% |
| 5Y | +56.9% | +69.4% | -12.5% | +32.2% |
| All | +216.5% | +108.5% | +108.0% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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