+5,433.1%
AZN vs ES
+748.4%
+4,684.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +17.1% | +6.7% | +10.4% | +15.1% |
| 3M | +16.8% | +0.3% | +16.5% | +16.6% |
| 6M | +2.0% | +7.4% | -5.4% | -0.1% |
| YTD | +1.9% | +8.4% | -6.5% | -0.5% |
| 1Y | +5.2% | +0.6% | +4.5% | +4.4% |
| 3Y | +54.8% | +50.6% | +4.2% | +36.3% |
| 5Y | +62.4% | +4.8% | +57.6% | +56.2% |
| 10Y | +335.4% | +93.1% | +242.3% | +248.6% |
| All | +5,433.1% | +748.4% | +4,684.6% | +2,870.1% |
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