+646.7%
AZN vs ET
+1,438.5%
-791.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +1.1% | +2.9% | -1.8% | +0.6% |
| 3M | -12.1% | +16.8% | -28.9% | -14.2% |
| 6M | -17.1% | +18.9% | -36.0% | -19.4% |
| YTD | -12.0% | +37.7% | -49.7% | -16.3% |
| 1Y | -0.2% | +32.4% | -32.7% | -4.7% |
| 3Y | +26.8% | +99.5% | -72.7% | +12.9% |
| 5Y | +56.9% | +244.0% | -187.1% | +27.5% |
| 10Y | +226.7% | +172.1% | +54.6% | +159.5% |
| All | +646.7% | +1,438.5% | -791.8% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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