+5,461.4%
AZN vs GD
+8,210.2%
-2,748.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.1% | -5.0% | +4.9% | +1.2% |
| 30D | +16.4% | +8.9% | +7.5% | +13.7% |
| 3M | +15.7% | -8.0% | +23.8% | +18.3% |
| 6M | +0.8% | +2.9% | -2.1% | -0.2% |
| YTD | +2.5% | +7.1% | -4.6% | -0.1% |
| 1Y | +12.4% | +5.9% | +6.5% | +10.0% |
| 3Y | +53.4% | +53.9% | -0.4% | +34.3% |
| 5Y | +62.8% | +95.4% | -32.6% | +32.4% |
| 10Y | +342.7% | +193.5% | +149.2% | +211.0% |
| All | +5,461.4% | +8,210.2% | -2,748.8% | +1,953.7% |
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 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