+4,678.0%
AZN vs RRX
+2,716.8%
+1,961.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +1.1% | -6.1% | +7.2% | +2.0% |
| 3M | -12.1% | -23.1% | +10.9% | -9.2% |
| 6M | -17.1% | -19.5% | +2.4% | -15.6% |
| YTD | -12.0% | +16.1% | -28.0% | -16.2% |
| 1Y | -0.2% | +12.9% | -13.2% | -5.0% |
| 3Y | +26.8% | +7.9% | +18.8% | +17.6% |
| 5Y | +56.9% | +19.1% | +37.8% | +39.9% |
| 10Y | +226.7% | +225.8% | +0.9% | +129.4% |
| All | +4,678.0% | +2,716.8% | +1,961.2% | +2,296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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