+2,593.6%
AZN vs RY
+11,185.2%
-8,591.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | +13.8% | +5.0% | +8.8% | +11.9% |
| 3M | +17.3% | -5.3% | +22.6% | +19.4% |
| 6M | -1.7% | +13.8% | -15.6% | -6.4% |
| YTD | +1.4% | +21.0% | -19.6% | -5.7% |
| 1Y | +5.2% | +40.5% | -35.3% | -7.2% |
| 3Y | +52.6% | +159.7% | -107.0% | +7.9% |
| 5Y | +72.9% | +124.3% | -51.5% | +27.7% |
| 10Y | +333.0% | +351.6% | -18.6% | +145.0% |
| All | +2,593.6% | +11,185.2% | -8,591.5% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling