+26.8%
AZN vs MAR
+66.4%
-39.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +1.1% | -5.4% | +6.5% | +2.3% |
| 3M | -12.1% | -15.5% | +3.4% | -9.0% |
| 6M | -17.1% | +3.0% | -20.1% | -17.4% |
| YTD | -12.0% | +8.5% | -20.5% | -13.0% |
| 1Y | -0.2% | +26.0% | -26.2% | -3.6% |
| 3Y | +26.8% | +68.6% | -41.8% | +12.4% |
| All | +26.8% | +66.4% | -39.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 3y: compounded portfolio wealth divided by compounded MAR 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…
3y analysis · Full analysis span regression · 6 months rolling