+4,581.7%
AZN vs ETR
+2,428.3%
+2,153.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -3.1% | +2.0% | -5.1% | -3.6% |
| 3M | -14.4% | -1.7% | -12.8% | -14.1% |
| 6M | -19.5% | +3.6% | -23.1% | -20.4% |
| YTD | -13.8% | +18.0% | -31.8% | -17.7% |
| 1Y | -2.4% | +26.2% | -28.6% | -8.5% |
| 3Y | +21.3% | +148.0% | -126.7% | -6.3% |
| 5Y | +53.6% | +126.1% | -72.4% | +20.6% |
| 10Y | +220.1% | +302.3% | -82.1% | +110.8% |
| All | +4,581.7% | +2,428.3% | +2,153.4% | +2,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling