+56.4%
AZN vs ONON
-22.6%
+78.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +1.1% | -11.6% | +12.7% | +1.7% |
| 3M | -12.1% | -30.1% | +18.0% | -10.7% |
| 6M | -17.1% | -30.5% | +13.4% | -15.9% |
| YTD | -12.0% | -41.0% | +29.1% | -10.1% |
| 1Y | -0.2% | -36.7% | +36.5% | +1.5% |
| 3Y | +26.8% | -8.6% | +35.4% | +24.7% |
| All | +56.4% | -22.6% | +78.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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