+56.4%
AZN vs RCAT
+177.7%
-121.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | +0.6% | -24.2% | +24.8% | +0.6% |
| 3M | -10.8% | -25.8% | +15.0% | -10.7% |
| 6M | -18.1% | -44.9% | +26.8% | -18.0% |
| YTD | -12.3% | +1.9% | -14.2% | -12.7% |
| 1Y | -0.2% | -5.2% | +5.0% | -0.8% |
| 3Y | +23.4% | +759.6% | -736.2% | +22.0% |
| 5Y | +56.4% | +187.5% | -131.2% | +53.7% |
| All | +56.4% | +177.7% | -121.3% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling