+917.8%
AZN vs SBAC
+2,199.0%
-1,281.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -0.9% | +3.2% | -4.1% | -1.1% |
| 3M | -11.8% | -5.1% | -6.8% | -11.6% |
| 6M | -17.6% | -2.1% | -15.5% | -17.7% |
| YTD | -12.0% | -0.5% | -11.5% | -12.3% |
| 1Y | -0.9% | +1.1% | -2.0% | -1.3% |
| 3Y | +23.7% | -7.4% | +31.1% | +23.6% |
| 5Y | +54.5% | -44.3% | +98.9% | +59.5% |
| 10Y | +218.2% | +77.6% | +140.6% | +203.9% |
| All | +917.8% | +2,199.0% | -1,281.2% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling