+57.7%
AZN vs RMBS
+265.4%
-207.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.6% | +1.8% | -3.3% | -1.6% |
| 30D | +1.1% | -13.9% | +15.0% | +1.4% |
| 3M | -12.1% | -39.8% | +27.7% | -10.9% |
| 6M | -17.1% | -6.0% | -11.1% | -18.1% |
| YTD | -12.0% | -5.4% | -6.6% | -13.4% |
| 1Y | -0.2% | -1.8% | +1.6% | -2.4% |
| 3Y | +26.8% | +53.7% | -26.9% | +17.6% |
| All | +57.7% | +265.4% | -207.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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