+56.4%
AZN vs EW
-29.2%
+85.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.1% | -3.4% | +0.2% | -2.6% |
| 30D | +0.6% | -7.4% | +7.9% | +1.8% |
| 3M | -10.8% | +0.9% | -11.7% | -11.0% |
| 6M | -18.1% | +1.2% | -19.3% | -18.4% |
| YTD | -12.3% | +1.8% | -14.1% | -12.8% |
| 1Y | -0.2% | +10.8% | -11.0% | -2.1% |
| 3Y | +23.4% | +17.1% | +6.2% | +17.4% |
| 5Y | +56.4% | -28.2% | +84.6% | +57.9% |
| All | +56.4% | -29.2% | +85.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling