+53.6%
AZN vs QLD
+121.5%
-68.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +0.7% | -0.1% | +0.9% | +0.7% |
| 3M | -10.5% | -8.4% | -2.1% | -10.1% |
| 6M | -19.3% | +32.2% | -51.5% | -22.7% |
| YTD | -10.6% | +28.9% | -39.5% | -14.2% |
| 1Y | +0.5% | +43.8% | -43.3% | -5.1% |
| 3Y | +25.9% | +176.6% | -150.7% | +6.5% |
| All | +53.6% | +121.5% | -68.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling