+4,753.5%
AZN vs M
+331.5%
+4,422.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -1.5% |
| 7D | 0.0% | +4.7% | -4.7% | -0.5% |
| 30D | +0.7% | -9.6% | +10.4% | +1.8% |
| 3M | -10.5% | +0.9% | -11.4% | -10.9% |
| 6M | -19.3% | +22.3% | -41.5% | -21.4% |
| YTD | -10.6% | +6.5% | -17.1% | -11.7% |
| 1Y | +0.5% | +38.8% | -38.3% | -3.9% |
| 3Y | +25.9% | +115.9% | -90.0% | +11.7% |
| 5Y | +52.4% | +28.6% | +23.8% | +37.0% |
| 10Y | +220.8% | -2.5% | +223.4% | +169.7% |
| All | +4,753.5% | +331.5% | +4,422.0% | +2,844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling