+215.5%
AZN vs RF
+340.3%
-124.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.9% |
| 30D | +0.6% | -4.3% | +4.8% | +1.0% |
| 3M | -10.8% | +5.9% | -16.7% | -11.5% |
| 6M | -18.1% | +14.1% | -32.3% | -19.5% |
| YTD | -12.3% | +13.8% | -26.1% | -13.8% |
| 1Y | -0.2% | +15.2% | -15.4% | -2.2% |
| 3Y | +23.4% | +90.6% | -67.2% | +12.8% |
| 5Y | +56.4% | +88.9% | -32.5% | +41.6% |
| All | +215.5% | +340.3% | -124.8% | +144.9% |
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