+216.5%
AZN vs SBAC
+87.1%
+129.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | +1.1% | +2.0% | -1.0% | +0.5% |
| 3M | -12.1% | -8.3% | -3.8% | -10.6% |
| 6M | -17.1% | +0.3% | -17.5% | -18.0% |
| YTD | -12.0% | -2.2% | -9.8% | -12.4% |
| 1Y | -0.2% | -4.6% | +4.4% | -0.2% |
| 3Y | +26.8% | -8.3% | +35.1% | +26.5% |
| 5Y | +56.9% | -42.8% | +99.7% | +73.8% |
| All | +216.5% | +87.1% | +129.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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