+57.7%
AZN vs RVMD
+576.1%
-518.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | +1.1% | -0.7% | +1.8% | +1.1% |
| 3M | -12.1% | +36.5% | -48.7% | -13.8% |
| 6M | -17.1% | +104.6% | -121.8% | -21.0% |
| YTD | -12.0% | +155.8% | -167.8% | -17.6% |
| 1Y | -0.2% | +340.7% | -340.9% | -9.9% |
| 3Y | +26.8% | +519.9% | -493.2% | +10.0% |
| All | +57.7% | +576.1% | -518.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling