+830.1%
AZN vs RBA
+3,565.5%
-2,735.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | +0.7% | -12.3% | +13.0% | +2.9% |
| 3M | -10.5% | -20.5% | +10.0% | -7.4% |
| 6M | -19.3% | -18.5% | -0.7% | -17.0% |
| YTD | -10.6% | -18.2% | +7.6% | -8.4% |
| 1Y | +0.5% | -27.5% | +28.0% | +5.1% |
| 3Y | +25.9% | +38.1% | -12.2% | +16.2% |
| 5Y | +52.4% | +44.8% | +7.6% | +36.7% |
| 10Y | +220.8% | +187.1% | +33.7% | +145.9% |
| All | +830.1% | +3,565.5% | -2,735.5% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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