+211.6%
AZN vs QSR
+205.8%
+5.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.6% | -4.0% | +2.4% | -0.6% |
| 30D | +1.1% | +2.8% | -1.7% | +0.4% |
| 3M | -12.1% | +5.1% | -17.2% | -13.2% |
| 6M | -17.1% | +8.8% | -25.9% | -18.9% |
| YTD | -12.0% | +14.8% | -26.8% | -15.1% |
| 1Y | -0.2% | +25.7% | -25.9% | -5.8% |
| 3Y | +26.8% | +27.5% | -0.8% | +18.4% |
| 5Y | +56.9% | +41.3% | +15.6% | +42.2% |
| 10Y | +226.7% | +133.8% | +92.9% | +152.9% |
| All | +211.6% | +205.8% | +5.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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