+338.2%
AZN vs RACE
+729.2%
-391.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +13.8% | +6.1% | +7.7% | +12.1% |
| 3M | +17.3% | -0.3% | +17.6% | +17.3% |
| 6M | -1.7% | +23.4% | -25.2% | -7.4% |
| YTD | +1.4% | +12.5% | -11.2% | -2.5% |
| 1Y | +5.2% | -0.5% | +5.6% | +4.3% |
| 3Y | +52.6% | +23.6% | +29.0% | +39.8% |
| 5Y | +72.9% | +65.4% | +7.4% | +42.7% |
| All | +338.2% | +729.2% | -391.0% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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