+18.3%
AZN vs GLXY
+15.1%
+3.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -1.6% |
| 7D | -1.5% | +15.5% | -16.9% | -1.5% |
| 30D | -0.9% | +34.1% | -35.0% | -0.9% |
| 3M | -11.8% | -11.3% | -0.5% | -11.5% |
| 6M | -17.6% | +31.6% | -49.2% | -18.0% |
| YTD | -12.0% | +21.0% | -33.0% | -12.3% |
| 1Y | -0.9% | +11.7% | -12.5% | -1.4% |
| All | +18.3% | +15.1% | +3.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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