+315.8%
AZN vs RACE
+639.5%
-323.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -1.3% | -4.0% | +2.7% | -0.3% |
| 30D | +18.3% | +3.5% | +14.8% | +17.3% |
| 3M | +16.3% | -0.4% | +16.8% | +16.3% |
| 6M | -0.1% | +23.2% | -23.2% | -5.6% |
| YTD | +1.3% | +11.0% | -9.7% | -2.1% |
| 1Y | +6.2% | -2.2% | +8.5% | +5.8% |
| 3Y | +53.9% | +22.5% | +31.3% | +41.9% |
| 5Y | +72.8% | +63.2% | +9.6% | +44.8% |
| 10Y | +332.8% | +704.3% | -371.5% | +145.3% |
| All | +315.8% | +639.5% | -323.7% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling