+4,753.5%
AZN vs GD
+8,294.6%
-3,541.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | 0.0% | -5.3% | +5.3% | +1.5% |
| 30D | +0.7% | -6.4% | +7.2% | +2.5% |
| 3M | -10.5% | +5.7% | -16.2% | -12.0% |
| 6M | -19.3% | -0.9% | -18.3% | -19.3% |
| YTD | -10.6% | +8.2% | -18.7% | -13.0% |
| 1Y | +0.5% | +13.4% | -12.9% | -3.5% |
| 3Y | +25.9% | +68.5% | -42.6% | +7.3% |
| 5Y | +52.4% | +97.2% | -44.7% | +23.6% |
| 10Y | +220.8% | +190.2% | +30.6% | +126.3% |
| All | +4,753.5% | +8,294.6% | -3,541.1% | +1,688.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling