-0.9%
AZN vs QLD
+42.1%
-43.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -1.5% | +3.0% | -4.5% | -1.5% |
| 30D | -0.9% | -1.8% | +1.0% | -0.9% |
| 3M | -11.8% | -1.8% | -10.0% | -11.9% |
| 6M | -17.6% | +36.9% | -54.5% | -22.1% |
| YTD | -12.0% | +28.7% | -40.7% | -16.1% |
| 1Y | -0.9% | +41.9% | -42.8% | -9.8% |
| All | -0.9% | +42.1% | -43.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling