+598.8%
AZN vs QLD
+7,781.2%
-7,182.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +1.6% | -3.8% | +5.4% | +2.2% |
| 30D | +17.3% | -20.5% | +37.9% | +23.2% |
| 3M | +15.3% | -14.6% | +30.0% | +18.8% |
| 6M | +2.1% | -14.7% | +16.8% | +3.8% |
| YTD | +2.6% | +11.2% | -8.6% | -3.1% |
| 1Y | +7.9% | +7.1% | +0.8% | +2.7% |
| 3Y | +55.8% | +141.1% | -85.3% | +14.0% |
| 5Y | +63.0% | +84.3% | -21.3% | +19.7% |
| 10Y | +343.2% | +1,450.1% | -1,106.9% | +45.5% |
| All | +598.8% | +7,781.2% | -7,182.4% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling