+4,753.5%
AZN vs EXPD
+31,156.8%
-26,403.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +0.7% | +4.1% | -3.3% | +0.1% |
| 3M | -10.5% | +17.9% | -28.4% | -13.1% |
| 6M | -19.3% | +29.2% | -48.5% | -22.9% |
| YTD | -10.6% | +27.4% | -37.9% | -14.7% |
| 1Y | +0.5% | +56.8% | -56.3% | -7.6% |
| 3Y | +25.9% | +68.0% | -42.2% | +13.5% |
| 5Y | +52.4% | +61.9% | -9.5% | +36.6% |
| 10Y | +220.8% | +316.0% | -95.2% | +142.8% |
| All | +4,753.5% | +31,156.8% | -26,403.3% | +2,483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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