+3,209.2%
AZN vs O
+5,285.6%
-2,076.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -3.1% | -2.4% | -0.6% | -2.4% |
| 3M | -14.4% | -0.6% | -13.9% | -14.3% |
| 6M | -19.5% | -5.0% | -14.5% | -18.4% |
| YTD | -13.8% | +10.4% | -24.1% | -15.9% |
| 1Y | -2.4% | +6.6% | -8.9% | -4.1% |
| 3Y | +21.3% | +28.4% | -7.1% | +13.3% |
| 5Y | +53.6% | +15.3% | +38.4% | +46.6% |
| 10Y | +220.1% | +55.3% | +164.8% | +170.7% |
| All | +3,209.2% | +5,285.6% | -2,076.4% | +1,234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling