+4,581.7%
AZN vs ROST
+71,168.2%
-66,586.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -3.1% | -11.4% | +8.4% | -1.5% |
| 3M | -14.4% | -1.6% | -12.8% | -14.4% |
| 6M | -19.5% | +6.8% | -26.3% | -20.4% |
| YTD | -13.8% | +25.8% | -39.6% | -16.6% |
| 1Y | -2.4% | +52.4% | -54.8% | -8.1% |
| 3Y | +21.3% | +94.4% | -73.1% | +9.9% |
| 5Y | +53.6% | +108.2% | -54.6% | +35.9% |
| 10Y | +220.1% | +308.5% | -88.3% | +151.5% |
| All | +4,581.7% | +71,168.2% | -66,586.5% | +2,320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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