+26.7%
AZN vs RACE
+39.5%
-12.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -0.9% | -1.5% | +0.7% | -0.6% |
| 3M | -11.8% | +15.5% | -27.3% | -14.7% |
| 6M | -17.6% | +17.3% | -34.9% | -20.7% |
| YTD | -12.0% | +11.1% | -23.2% | -14.7% |
| 1Y | -0.9% | -14.3% | +13.4% | +0.8% |
| All | +26.7% | +39.5% | -12.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling