+0.5%
AZN vs GWRE
-25.4%
+25.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.7% | -1.3% |
| 7D | 0.0% | -21.1% | +21.1% | -0.1% |
| 30D | +0.7% | +1.3% | -0.6% | +1.0% |
| 3M | -10.5% | +7.4% | -17.9% | -10.8% |
| 6M | -19.3% | +5.6% | -24.9% | -19.0% |
| YTD | -10.6% | -19.2% | +8.6% | -10.3% |
| 1Y | +0.5% | -25.1% | +25.7% | +0.7% |
| All | +0.5% | -25.4% | +25.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling