+675.6%
AZN vs GRMN
+6,536.9%
-5,861.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.7% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | -3.1% | -13.1% | +10.0% | -1.0% |
| 3M | -14.4% | +14.9% | -29.4% | -16.6% |
| 6M | -19.5% | +13.1% | -32.6% | -21.4% |
| YTD | -13.8% | +35.3% | -49.0% | -18.3% |
| 1Y | -2.4% | +16.0% | -18.4% | -5.4% |
| 3Y | +21.3% | +179.6% | -158.3% | +0.1% |
| 5Y | +53.6% | +75.0% | -21.4% | +35.4% |
| 10Y | +220.1% | +644.1% | -424.0% | +123.0% |
| All | +675.6% | +6,536.9% | -5,861.4% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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