+57.7%
AZN vs SCHG
+84.3%
-26.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -1.6% | -1.0% | -0.5% | -1.3% |
| 30D | +1.1% | -1.3% | +2.3% | +1.4% |
| 3M | -12.1% | +5.4% | -17.6% | -13.4% |
| 6M | -17.1% | +14.4% | -31.6% | -20.1% |
| YTD | -12.0% | +8.0% | -20.0% | -13.9% |
| 1Y | -0.2% | +12.7% | -13.0% | -3.6% |
| 3Y | +26.8% | +85.6% | -58.8% | +5.4% |
| All | +57.7% | +84.3% | -26.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling