+199.5%
AZN vs IR
+271.1%
-71.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.9% |
| 30D | +1.1% | -13.9% | +15.0% | +3.1% |
| 3M | -12.1% | -0.3% | -11.8% | -12.3% |
| 6M | -17.1% | -14.3% | -2.8% | -15.8% |
| YTD | -12.0% | -7.9% | -4.1% | -11.5% |
| 1Y | -0.2% | -9.9% | +9.7% | +0.5% |
| 3Y | +26.8% | +6.5% | +20.2% | +22.9% |
| 5Y | +56.9% | +34.0% | +22.9% | +45.2% |
| All | +199.5% | +271.1% | -71.6% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling