+53.6%
AZN vs ES
-4.5%
+58.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.5% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.1% | -1.0% | -2.0% | -2.8% |
| 3M | -14.4% | +1.5% | -15.9% | -14.8% |
| 6M | -19.5% | -3.5% | -16.0% | -18.8% |
| YTD | -13.8% | +7.0% | -20.7% | -15.5% |
| 1Y | -2.4% | +15.3% | -17.7% | -7.1% |
| 3Y | +21.3% | +30.2% | -8.9% | +9.9% |
| 5Y | +53.6% | -4.3% | +57.9% | +55.7% |
| All | +53.6% | -4.5% | +58.2% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling