+2,608.4%
AZN vs PAAS
+1,235.6%
+1,372.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | +0.7% | +6.8% | -6.1% | +0.2% |
| 3M | -10.5% | -2.9% | -7.6% | -10.6% |
| 6M | -19.3% | -16.4% | -2.8% | -18.6% |
| YTD | -10.6% | 0.0% | -10.6% | -11.2% |
| 1Y | +0.5% | +54.3% | -53.8% | -3.4% |
| 3Y | +25.9% | +230.7% | -204.8% | +13.4% |
| 5Y | +52.4% | +111.6% | -59.2% | +39.8% |
| 10Y | +220.8% | +211.7% | +9.1% | +177.6% |
| All | +2,608.4% | +1,235.6% | +1,372.8% | +1,918.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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