+4,678.0%
AZN vs NYT
+616.3%
+4,061.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.1% | +4.6% | -3.5% | +0.3% |
| 3M | -12.1% | -9.6% | -2.5% | -11.0% |
| 6M | -17.1% | -14.0% | -3.1% | -15.5% |
| YTD | -12.0% | -2.8% | -9.1% | -12.1% |
| 1Y | -0.2% | +15.6% | -15.8% | -3.3% |
| 3Y | +26.8% | +56.3% | -29.5% | +15.7% |
| 5Y | +56.9% | +39.5% | +17.4% | +43.2% |
| 10Y | +226.7% | +488.0% | -261.3% | +124.3% |
| All | +4,678.0% | +616.3% | +4,061.7% | +2,766.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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