+57.7%
AZN vs O
+15.7%
+42.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.4% |
| 30D | +1.1% | -4.5% | +5.6% | +2.9% |
| 3M | -12.1% | -2.6% | -9.5% | -11.1% |
| 6M | -17.1% | -5.6% | -11.5% | -15.2% |
| YTD | -12.0% | +9.3% | -21.2% | -14.8% |
| 1Y | -0.2% | +4.3% | -4.5% | -1.8% |
| 3Y | +26.8% | +27.4% | -0.7% | +15.4% |
| All | +57.7% | +15.7% | +42.0% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling