+16.4%
AZN vs EWT
+54.0%
-37.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.7% |
| 7D | +11.5% | -10.9% | +22.4% | +11.0% |
| 30D | +20.8% | -17.7% | +38.5% | +20.4% |
| 3M | +21.5% | -5.0% | +26.5% | +20.8% |
| 6M | +3.0% | +7.4% | -4.4% | -1.5% |
| YTD | +3.9% | +52.8% | -48.9% | -10.3% |
| 1Y | +16.4% | +55.2% | -38.8% | +0.2% |
| All | +16.4% | +54.0% | -37.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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