+4,662.2%
AZN vs GAP
+668.6%
+3,993.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | -3.1% | -6.3% | +3.2% | -2.5% |
| 30D | +0.6% | -0.2% | +0.8% | +0.4% |
| 3M | -10.8% | 0.0% | -10.8% | -11.1% |
| 6M | -18.1% | -8.1% | -10.0% | -18.0% |
| YTD | -12.3% | -16.5% | +4.2% | -11.5% |
| 1Y | -0.2% | -10.5% | +10.3% | -0.2% |
| 3Y | +23.4% | +104.0% | -80.6% | +10.2% |
| 5Y | +56.4% | +6.8% | +49.6% | +44.4% |
| 10Y | +225.7% | +26.9% | +198.7% | +171.1% |
| All | +4,662.2% | +668.6% | +3,993.6% | +3,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling