+57.7%
AZN vs GAP
+8.7%
+49.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | +1.1% | +6.2% | -5.2% | +0.8% |
| 3M | -12.1% | -0.7% | -11.4% | -12.2% |
| 6M | -17.1% | -7.1% | -10.0% | -17.1% |
| YTD | -12.0% | -14.1% | +2.1% | -11.7% |
| 1Y | -0.2% | -8.5% | +8.3% | -0.2% |
| 3Y | +26.8% | +115.4% | -88.6% | +20.3% |
| All | +57.7% | +8.7% | +49.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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