+4,753.5%
AZN vs ES
+744.6%
+4,008.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.7% | -2.0% | +2.7% | +1.2% |
| 3M | -10.5% | +1.7% | -12.2% | -11.0% |
| 6M | -19.3% | -3.5% | -15.7% | -18.6% |
| YTD | -10.6% | +7.9% | -18.5% | -12.6% |
| 1Y | +0.5% | +17.2% | -16.6% | -4.4% |
| 3Y | +25.9% | +29.3% | -3.4% | +15.3% |
| 5Y | +52.4% | -5.7% | +58.2% | +50.7% |
| 10Y | +220.8% | +85.2% | +135.6% | +159.6% |
| All | +4,753.5% | +744.6% | +4,008.9% | +2,509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling