+335.4%
AZN vs RF
+241.0%
+94.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -1.3% | -0.5% | -1.7% |
| 30D | +17.1% | +4.6% | +12.5% | +16.6% |
| 3M | +16.8% | -8.4% | +25.3% | +18.0% |
| 6M | +2.0% | +8.9% | -6.9% | +0.8% |
| YTD | +1.9% | +8.8% | -6.9% | +0.6% |
| 1Y | +5.2% | +18.9% | -13.7% | +2.8% |
| 3Y | +54.8% | +116.0% | -61.2% | +39.4% |
| 5Y | +62.4% | +46.0% | +16.4% | +51.3% |
| 10Y | +335.4% | +231.7% | +103.7% | +263.8% |
| All | +335.4% | +241.0% | +94.4% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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