+54.5%
AZN vs RF
+89.9%
-35.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -0.9% | -3.4% | +2.5% | -0.5% |
| 3M | -11.8% | +6.4% | -18.2% | -12.6% |
| 6M | -17.6% | +13.4% | -31.0% | -18.9% |
| YTD | -12.0% | +14.2% | -26.3% | -13.7% |
| 1Y | -0.9% | +15.7% | -16.6% | -2.9% |
| 3Y | +23.7% | +91.3% | -67.7% | +12.1% |
| 5Y | +54.5% | +89.8% | -35.2% | +51.3% |
| All | +54.5% | +89.9% | -35.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling