+57.7%
AZN vs GME
-56.3%
+114.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.3% |
| 7D | -1.6% | +10.4% | -11.9% | -1.7% |
| 30D | +1.1% | +14.1% | -13.0% | +0.9% |
| 3M | -12.1% | -4.6% | -7.5% | -12.1% |
| 6M | -17.1% | -13.5% | -3.6% | -17.0% |
| YTD | -12.0% | +5.3% | -17.3% | -12.1% |
| 1Y | -0.2% | -14.9% | +14.7% | -0.1% |
| 3Y | +26.8% | +24.3% | +2.5% | +23.4% |
| All | +57.7% | -56.3% | +114.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling