+220.1%
AZN vs GD
+188.9%
+31.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -3.1% | -10.9% | +7.9% | -0.1% |
| 3M | -14.4% | +2.5% | -16.9% | -15.1% |
| 6M | -19.5% | -1.7% | -17.8% | -19.4% |
| YTD | -13.8% | +6.1% | -19.9% | -15.6% |
| 1Y | -2.4% | +11.7% | -14.1% | -5.8% |
| 3Y | +21.3% | +71.8% | -50.5% | +3.0% |
| 5Y | +53.6% | +92.2% | -38.5% | +26.1% |
| 10Y | +220.1% | +192.2% | +28.0% | +109.9% |
| All | +220.1% | +188.9% | +31.2% | +109.9% |
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