+818.6%
AZN vs EW
+6,723.9%
-5,905.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.0% |
| 7D | -1.5% | -4.4% | +2.9% | -0.7% |
| 30D | -0.9% | -3.3% | +2.5% | -0.3% |
| 3M | -11.8% | +1.0% | -12.9% | -12.1% |
| 6M | -17.6% | +6.2% | -23.8% | -18.7% |
| YTD | -12.0% | +1.7% | -13.8% | -12.6% |
| 1Y | -0.9% | +8.1% | -9.0% | -2.7% |
| 3Y | +23.7% | +17.1% | +6.6% | +16.9% |
| 5Y | +54.5% | -29.4% | +83.9% | +57.6% |
| 10Y | +218.2% | +121.7% | +96.4% | +155.5% |
| All | +818.6% | +6,723.9% | -5,905.2% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling