+0.5%
AZN vs EW
+11.0%
-10.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +0.7% | +1.0% | -0.3% | +0.5% |
| 3M | -10.5% | +2.8% | -13.3% | -10.8% |
| 6M | -19.3% | +5.5% | -24.8% | -20.0% |
| YTD | -10.6% | +5.5% | -16.0% | -12.3% |
| 1Y | +0.5% | +11.0% | -10.5% | -5.5% |
| All | +0.5% | +11.0% | -10.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling