+4,581.7%
AZN vs ROP
+9,131.1%
-4,549.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -2.9% | -6.1% | +3.2% | -1.8% |
| 30D | -3.1% | -3.4% | +0.3% | -2.5% |
| 3M | -14.4% | +16.7% | -31.1% | -17.0% |
| 6M | -19.5% | +8.1% | -27.6% | -21.0% |
| YTD | -13.8% | -11.7% | -2.1% | -12.3% |
| 1Y | -2.4% | -24.2% | +21.8% | +2.0% |
| 3Y | +21.3% | -19.0% | +40.2% | +24.7% |
| 5Y | +53.6% | -15.9% | +69.5% | +56.1% |
| 10Y | +220.1% | +135.7% | +84.5% | +169.5% |
| All | +4,581.7% | +9,131.1% | -4,549.4% | +2,673.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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