+215.5%
AZN vs ES
+83.3%
+132.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | -3.1% | -3.5% | +0.4% | -2.1% |
| 30D | +0.6% | -3.0% | +3.6% | +1.4% |
| 3M | -10.8% | -0.3% | -10.5% | -10.8% |
| 6M | -18.1% | -5.2% | -13.0% | -17.0% |
| YTD | -12.3% | +4.8% | -17.0% | -13.7% |
| 1Y | -0.2% | +12.7% | -12.9% | -4.4% |
| 3Y | +23.4% | +27.5% | -4.2% | +12.4% |
| 5Y | +56.4% | -4.7% | +61.1% | +54.1% |
| All | +215.5% | +83.3% | +132.2% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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