+4,721.1%
AZN vs RIG
-41.6%
+4,762.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -2.9% | -8.2% | +5.3% | -2.4% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | -14.4% | -2.7% | -11.7% | -14.4% |
| 6M | -19.5% | -7.5% | -12.0% | -19.4% |
| YTD | -13.8% | +38.3% | -52.0% | -16.1% |
| 1Y | -2.4% | +81.8% | -84.2% | -7.0% |
| 3Y | +21.3% | -30.2% | +51.5% | +20.8% |
| 5Y | +53.6% | +59.9% | -6.3% | +39.5% |
| 10Y | +220.1% | -41.9% | +262.1% | +174.2% |
| All | +4,721.1% | -41.6% | +4,762.8% | +3,990.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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