+338.2%
AZN vs GD
+165.7%
+172.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +2.7% | -3.7% | -1.7% |
| 30D | +13.8% | +8.6% | +5.2% | +11.4% |
| 3M | +17.3% | -7.1% | +24.4% | +19.4% |
| 6M | -1.7% | +7.5% | -9.2% | -3.8% |
| YTD | +1.4% | +9.9% | -8.5% | -1.7% |
| 1Y | +5.2% | +7.6% | -2.4% | +2.6% |
| 3Y | +52.6% | +56.2% | -3.6% | +33.5% |
| 5Y | +72.9% | +100.6% | -27.8% | +40.5% |
| All | +338.2% | +165.7% | +172.5% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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