+4,662.2%
AZN vs RJF
+13,547.8%
-8,885.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -3.1% | -4.2% | +1.1% | -2.4% |
| 30D | +0.6% | -3.6% | +4.2% | +1.2% |
| 3M | -10.8% | +15.6% | -26.4% | -13.3% |
| 6M | -18.1% | +17.6% | -35.7% | -20.8% |
| YTD | -12.3% | +9.2% | -21.5% | -14.1% |
| 1Y | -0.2% | +5.5% | -5.7% | -1.9% |
| 3Y | +23.4% | +70.3% | -47.0% | +9.4% |
| 5Y | +56.4% | +106.0% | -49.7% | +31.9% |
| 10Y | +225.7% | +425.1% | -199.4% | +119.2% |
| All | +4,662.2% | +13,547.8% | -8,885.6% | +1,576.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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