+2,276.0%
AZN vs RY
+11,573.6%
-9,297.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | 0.0% | +3.1% | -3.1% | -1.1% |
| 30D | +0.7% | -0.3% | +1.1% | +0.8% |
| 3M | -10.5% | +8.7% | -19.2% | -13.3% |
| 6M | -19.3% | +28.5% | -47.8% | -26.3% |
| YTD | -10.6% | +25.1% | -35.7% | -17.7% |
| 1Y | +0.5% | +46.3% | -45.8% | -12.5% |
| 3Y | +25.9% | +154.9% | -129.1% | -10.5% |
| 5Y | +52.4% | +140.3% | -87.9% | +9.9% |
| 10Y | +220.8% | +377.0% | -156.2% | +78.1% |
| All | +2,276.0% | +11,573.6% | -9,297.6% | +480.6% |
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