+655.3%
AZN vs ITOT
+887.7%
-232.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -1.6% | -0.9% | -0.6% | -1.0% |
| 30D | +1.1% | -1.5% | +2.5% | +2.0% |
| 3M | -12.1% | +3.6% | -15.7% | -14.3% |
| 6M | -17.1% | +13.7% | -30.8% | -23.9% |
| YTD | -12.0% | +12.9% | -24.9% | -18.8% |
| 1Y | -0.2% | +17.2% | -17.4% | -10.2% |
| 3Y | +26.8% | +75.6% | -48.9% | -13.3% |
| 5Y | +56.9% | +75.5% | -18.6% | +5.2% |
| 10Y | +226.7% | +302.0% | -75.2% | +19.0% |
| All | +655.3% | +887.7% | -232.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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