+220.1%
AZN vs QLD
+1,665.6%
-1,445.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -3.1% | -1.8% | -1.3% | -2.8% |
| 3M | -14.4% | -0.1% | -14.4% | -15.1% |
| 6M | -19.5% | +32.6% | -52.1% | -24.5% |
| YTD | -13.8% | +27.9% | -41.7% | -18.7% |
| 1Y | -2.4% | +40.3% | -42.6% | -9.9% |
| 3Y | +21.3% | +182.5% | -161.2% | -5.7% |
| 5Y | +53.6% | +122.5% | -68.9% | +19.5% |
| 10Y | +220.1% | +1,728.6% | -1,508.4% | +17.1% |
| All | +220.1% | +1,665.6% | -1,445.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling