+4,674.2%
AZN vs RVTY
+1,564.8%
+3,109.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -0.9% | +10.8% | -11.7% | -2.5% |
| 3M | -11.8% | +26.8% | -38.6% | -15.3% |
| 6M | -17.6% | +39.3% | -56.9% | -22.3% |
| YTD | -12.0% | +31.6% | -43.7% | -16.5% |
| 1Y | -0.9% | +47.7% | -48.6% | -7.7% |
| 3Y | +23.7% | +19.9% | +3.7% | +17.1% |
| 5Y | +54.5% | -32.3% | +86.9% | +58.1% |
| 10Y | +218.2% | +138.4% | +79.7% | +164.1% |
| All | +4,674.2% | +1,564.8% | +3,109.3% | +2,771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling