-0.2%
AZN vs JD
-15.9%
+15.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -4.2% | +2.7% | -1.2% |
| 30D | +1.1% | -14.4% | +15.4% | +2.2% |
| 3M | -12.1% | -3.6% | -8.6% | -11.7% |
| 6M | -17.1% | -0.3% | -16.8% | -16.7% |
| YTD | -12.0% | -2.4% | -9.6% | -11.2% |
| 1Y | -0.2% | -18.5% | +18.3% | +2.7% |
| All | -0.2% | -15.9% | +15.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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