+26.8%
AZN vs ETR
+143.8%
-117.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -1.8% | +0.3% | -1.1% |
| 30D | +1.1% | -1.8% | +2.8% | +1.5% |
| 3M | -12.1% | -3.6% | -8.6% | -11.4% |
| 6M | -17.1% | +2.6% | -19.8% | -17.7% |
| YTD | -12.0% | +16.0% | -28.0% | -14.9% |
| 1Y | -0.2% | +20.1% | -20.4% | -4.2% |
| 3Y | +26.8% | +143.6% | -116.8% | -2.1% |
| All | +26.8% | +143.8% | -117.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling