+216.5%
AZN vs RCAT
-98.5%
+315.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | +1.1% | -22.9% | +23.9% | +1.1% |
| 3M | -12.1% | -33.7% | +21.6% | -12.1% |
| 6M | -17.1% | -50.7% | +33.6% | -17.1% |
| YTD | -12.0% | +0.4% | -12.4% | -12.0% |
| 1Y | -0.2% | -27.6% | +27.4% | -0.3% |
| 3Y | +26.8% | +753.2% | -726.4% | +26.5% |
| 5Y | +56.9% | +183.3% | -126.4% | +56.5% |
| All | +216.5% | -98.5% | +315.0% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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