+26.8%
AZN vs RVTY
+17.0%
+9.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | -1.6% | -4.5% | +3.0% | -0.8% |
| 30D | +1.1% | +5.5% | -4.4% | +0.1% |
| 3M | -12.1% | +22.5% | -34.7% | -15.4% |
| 6M | -17.1% | +38.9% | -56.0% | -22.2% |
| YTD | -12.0% | +28.7% | -40.7% | -16.5% |
| 1Y | -0.2% | +45.5% | -45.7% | -7.5% |
| 3Y | +26.8% | +16.4% | +10.4% | +23.9% |
| All | +26.8% | +17.0% | +9.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling