+16.4%
AZN vs RVMD
+244.4%
-228.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.6% |
| 7D | +11.5% | +5.8% | +5.7% | +11.2% |
| 30D | +20.8% | -3.8% | +24.6% | +20.9% |
| 3M | +21.5% | +3.2% | +18.2% | +21.1% |
| 6M | +3.0% | +35.0% | -32.0% | +1.7% |
| YTD | +3.9% | +150.7% | -146.8% | -0.2% |
| 1Y | +16.4% | +241.0% | -224.6% | +1.3% |
| All | +16.4% | +244.4% | -228.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling