+56.4%
AZN vs M
+13.6%
+42.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +1.9% |
| 7D | -3.1% | -8.8% | +5.7% | -2.7% |
| 30D | +0.6% | -16.4% | +17.0% | +1.4% |
| 3M | -10.8% | -10.8% | 0.0% | -10.4% |
| 6M | -18.1% | +16.1% | -34.2% | -18.9% |
| YTD | -12.3% | -5.3% | -7.0% | -12.3% |
| 1Y | -0.2% | +24.9% | -25.1% | -1.7% |
| 3Y | +23.4% | +97.5% | -74.2% | +18.3% |
| 5Y | +56.4% | +20.4% | +36.0% | +60.5% |
| All | +56.4% | +13.6% | +42.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling