+60.6%
AZN vs QS
-46.4%
+107.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.6% | -3.6% | +2.1% | -1.5% |
| 30D | +1.1% | -17.2% | +18.3% | +1.4% |
| 3M | -12.1% | -27.0% | +14.8% | -11.8% |
| 6M | -17.1% | -24.6% | +7.4% | -16.9% |
| YTD | -12.0% | -49.3% | +37.4% | -11.2% |
| 1Y | -0.2% | -40.3% | +40.1% | +0.1% |
| 3Y | +26.8% | -23.8% | +50.6% | +24.9% |
| 5Y | +56.9% | -75.0% | +131.8% | +55.2% |
| All | +60.6% | -46.4% | +107.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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