+221.9%
AZN vs RUN
-33.9%
+255.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +1.8% |
| 7D | -3.1% | -3.4% | +0.2% | -3.0% |
| 30D | +0.6% | -14.0% | +14.5% | +1.1% |
| 3M | -10.8% | -27.5% | +16.7% | -9.9% |
| 6M | -18.1% | -29.0% | +10.8% | -17.4% |
| YTD | -12.3% | -53.1% | +40.8% | -10.4% |
| 1Y | -0.2% | -46.7% | +46.5% | +1.0% |
| 3Y | +23.4% | -38.3% | +61.7% | +18.0% |
| 5Y | +56.4% | -80.7% | +137.1% | +53.5% |
| 10Y | +225.7% | +42.4% | +183.2% | +178.2% |
| All | +221.9% | -33.9% | +255.8% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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