+361.7%
AZN vs RNG
+301.7%
+60.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.6% | -6.1% | +4.5% | -1.1% |
| 30D | +1.1% | +9.6% | -8.6% | +0.2% |
| 3M | -12.1% | +83.3% | -95.5% | -16.9% |
| 6M | -17.1% | +77.9% | -95.1% | -22.0% |
| YTD | -12.0% | +139.9% | -151.9% | -20.1% |
| 1Y | -0.2% | +121.7% | -121.9% | -9.0% |
| 3Y | +26.8% | +121.9% | -95.1% | +12.9% |
| 5Y | +56.9% | -68.4% | +125.2% | +64.8% |
| 10Y | +226.7% | +220.0% | +6.7% | +149.0% |
| All | +361.7% | +301.7% | +60.0% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling