+199.3%
AZN vs IR
+282.2%
-82.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -0.9% | -13.6% | +12.8% | +1.1% |
| 3M | -11.8% | +3.7% | -15.5% | -12.5% |
| 6M | -17.6% | -13.1% | -4.5% | -16.4% |
| YTD | -12.0% | -5.1% | -6.9% | -11.9% |
| 1Y | -0.9% | -6.5% | +5.6% | -0.6% |
| 3Y | +23.7% | +8.5% | +15.2% | +19.6% |
| 5Y | +54.5% | +43.3% | +11.2% | +41.9% |
| All | +199.3% | +282.2% | -82.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling