+57.7%
AZN vs QS
-74.9%
+132.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.6% | -3.6% | +2.1% | -1.4% |
| 30D | +1.1% | -17.2% | +18.3% | +1.7% |
| 3M | -12.1% | -27.0% | +14.8% | -11.4% |
| 6M | -17.1% | -24.6% | +7.4% | -16.7% |
| YTD | -12.0% | -49.3% | +37.4% | -10.4% |
| 1Y | -0.2% | -40.3% | +40.1% | +0.4% |
| 3Y | +26.8% | -23.8% | +50.6% | +22.1% |
| All | +57.7% | -74.9% | +132.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling