+57.7%
AZN vs ROK
+47.1%
+10.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.1% |
| 7D | -1.6% | -1.2% | -0.3% | -1.4% |
| 30D | +1.1% | -4.8% | +5.9% | +1.6% |
| 3M | -12.1% | -6.1% | -6.0% | -11.7% |
| 6M | -17.1% | +15.5% | -32.6% | -19.1% |
| YTD | -12.0% | +11.2% | -23.1% | -13.8% |
| 1Y | -0.2% | +23.8% | -24.1% | -3.7% |
| 3Y | +26.8% | +53.1% | -26.3% | +17.5% |
| All | +57.7% | +47.1% | +10.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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