+16.4%
AZN vs RNG
+179.4%
-163.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +11.5% | -9.6% | +21.1% | +11.1% |
| 30D | +20.8% | -1.4% | +22.1% | +20.7% |
| 3M | +21.5% | +28.8% | -7.3% | +22.6% |
| 6M | +3.0% | +65.6% | -62.6% | +5.4% |
| YTD | +3.9% | +171.4% | -167.5% | +5.1% |
| 1Y | +16.4% | +185.3% | -168.9% | +16.6% |
| All | +16.4% | +179.4% | -163.0% | +16.6% |
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