+4,674.2%
AZN vs RRC
+962.6%
+3,711.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -0.9% | +9.4% | -10.3% | -1.5% |
| 3M | -11.8% | +7.4% | -19.2% | -12.4% |
| 6M | -17.6% | +1.5% | -19.1% | -17.8% |
| YTD | -12.0% | +19.4% | -31.4% | -13.4% |
| 1Y | -0.9% | +24.2% | -25.1% | -2.8% |
| 3Y | +23.7% | +32.8% | -9.1% | +19.7% |
| 5Y | +54.5% | +152.9% | -98.4% | +40.1% |
| 10Y | +218.2% | +3.9% | +214.3% | +187.8% |
| All | +4,674.2% | +962.6% | +3,711.5% | +3,302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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