+0.5%
AZN vs RNG
+144.7%
-144.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.4% |
| 7D | 0.0% | +5.8% | -5.8% | +0.2% |
| 30D | +0.7% | +19.6% | -18.9% | +1.5% |
| 3M | -10.5% | +67.0% | -77.5% | -8.6% |
| 6M | -19.3% | +88.4% | -107.6% | -17.0% |
| YTD | -10.6% | +155.5% | -166.1% | -8.9% |
| 1Y | +0.5% | +141.7% | -141.2% | +1.8% |
| All | +0.5% | +144.7% | -144.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling