+338.0%
AZN vs RY
+351.8%
-13.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +18.3% | +4.7% | +13.6% | +16.3% |
| 3M | +16.3% | -4.5% | +20.8% | +18.1% |
| 6M | -0.1% | +12.5% | -12.6% | -4.8% |
| YTD | +1.3% | +21.1% | -19.8% | -6.3% |
| 1Y | +6.2% | +38.6% | -32.4% | -6.7% |
| 3Y | +53.9% | +160.2% | -106.3% | +5.6% |
| 5Y | +72.8% | +124.7% | -51.9% | +24.3% |
| All | +338.0% | +351.8% | -13.8% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling