+4,753.5%
AZN vs RF
+539.7%
+4,213.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | +0.7% | -3.6% | +4.4% | +1.2% |
| 3M | -10.5% | +8.1% | -18.6% | -11.5% |
| 6M | -19.3% | +11.5% | -30.7% | -20.5% |
| YTD | -10.6% | +15.6% | -26.2% | -12.5% |
| 1Y | +0.5% | +15.7% | -15.2% | -1.8% |
| 3Y | +25.9% | +86.9% | -61.0% | +14.2% |
| 5Y | +52.4% | +89.8% | -37.4% | +36.1% |
| 10Y | +220.8% | +344.7% | -123.9% | +143.0% |
| All | +4,753.5% | +539.7% | +4,213.8% | +2,725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling