+60.1%
AZN vs QS
-47.4%
+107.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | -3.1% | -5.0% | +1.8% | -3.0% |
| 30D | +0.6% | -18.3% | +18.9% | +0.9% |
| 3M | -10.8% | -26.0% | +15.2% | -10.4% |
| 6M | -18.1% | -24.0% | +5.9% | -17.9% |
| YTD | -12.3% | -50.3% | +38.0% | -11.5% |
| 1Y | -0.2% | -38.0% | +37.8% | +0.1% |
| 3Y | +23.4% | -24.6% | +48.0% | +21.6% |
| 5Y | +56.4% | -75.4% | +131.8% | +54.7% |
| All | +60.1% | -47.4% | +107.5% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling