+16.4%
AZN vs O
+8.1%
+8.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.2% |
| 7D | +11.5% | +5.8% | +5.7% | +8.3% |
| 30D | +20.8% | +10.7% | +10.1% | +14.7% |
| 3M | +21.5% | -4.5% | +26.0% | +24.0% |
| 6M | +3.0% | -4.1% | +7.1% | +4.7% |
| YTD | +3.9% | +9.8% | -5.9% | +8.3% |
| 1Y | +16.4% | +11.3% | +5.1% | +19.8% |
| All | +16.4% | +8.1% | +8.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling