+343.2%
AZN vs GD
+180.8%
+162.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.0% |
| 30D | +17.3% | +10.9% | +6.4% | +14.2% |
| 3M | +15.3% | -6.8% | +22.1% | +17.3% |
| 6M | +2.1% | +7.0% | -4.9% | +0.1% |
| YTD | +2.6% | +11.1% | -8.5% | -0.8% |
| 1Y | +7.9% | +7.0% | +0.8% | +5.3% |
| 3Y | +55.8% | +59.9% | -4.1% | +35.5% |
| 5Y | +63.0% | +102.5% | -39.5% | +32.2% |
| 10Y | +343.2% | +174.0% | +169.2% | +232.7% |
| All | +343.2% | +180.8% | +162.3% | +232.7% |
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