+88.5%
AZN vs RVMD
+620.8%
-532.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | -3.1% | -3.6% | +0.5% | -2.9% |
| 30D | +0.6% | -1.1% | +1.6% | +0.6% |
| 3M | -10.8% | +41.0% | -51.8% | -12.8% |
| 6M | -18.1% | +105.7% | -123.8% | -22.2% |
| YTD | -12.3% | +155.3% | -167.6% | -18.2% |
| 1Y | -0.2% | +402.7% | -402.9% | -11.2% |
| 3Y | +23.4% | +533.1% | -509.7% | +6.0% |
| 5Y | +56.4% | +583.5% | -527.2% | +28.8% |
| All | +88.5% | +620.8% | -532.4% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling