+216.5%
AZN vs EW
+120.5%
+96.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | -1.6% | -6.2% | +4.6% | -0.3% |
| 30D | +1.1% | -9.3% | +10.4% | +3.0% |
| 3M | -12.1% | -1.6% | -10.5% | -12.0% |
| 6M | -17.1% | -0.8% | -16.3% | -17.2% |
| YTD | -12.0% | -1.0% | -10.9% | -12.1% |
| 1Y | -0.2% | +8.2% | -8.4% | -2.2% |
| 3Y | +26.8% | +12.7% | +14.1% | +19.8% |
| 5Y | +56.9% | -30.2% | +87.1% | +61.7% |
| All | +216.5% | +120.5% | +96.1% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling