+856.9%
AZN vs MAR
+2,460.4%
-1,603.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -3.1% | -4.7% | +1.6% | -2.1% |
| 3M | -14.4% | -15.6% | +1.2% | -11.5% |
| 6M | -19.5% | +1.2% | -20.7% | -19.8% |
| YTD | -13.8% | +7.5% | -21.2% | -15.1% |
| 1Y | -2.4% | +26.6% | -29.0% | -7.2% |
| 3Y | +21.3% | +66.0% | -44.7% | +7.9% |
| 5Y | +53.6% | +154.1% | -100.5% | +23.1% |
| 10Y | +220.1% | +441.9% | -221.7% | +100.8% |
| All | +856.9% | +2,460.4% | -1,603.5% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling