+216.5%
AZN vs EWT
+523.5%
-307.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | +1.1% | +4.5% | -3.4% | -0.3% |
| 3M | -12.1% | +8.3% | -20.4% | -14.9% |
| 6M | -17.1% | +54.2% | -71.4% | -29.3% |
| YTD | -12.0% | +74.6% | -86.6% | -28.1% |
| 1Y | -0.2% | +84.9% | -85.1% | -20.3% |
| 3Y | +26.8% | +197.5% | -170.8% | -16.7% |
| 5Y | +56.9% | +150.6% | -93.7% | +8.6% |
| All | +216.5% | +523.5% | -307.0% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling