+532.3%
AZN vs SCHG
+1,132.2%
-599.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -1.6% | -1.0% | -0.5% | -1.1% |
| 30D | +1.1% | -1.3% | +2.3% | +1.7% |
| 3M | -12.1% | +5.4% | -17.6% | -14.7% |
| 6M | -17.1% | +14.4% | -31.6% | -22.8% |
| YTD | -12.0% | +8.0% | -20.0% | -15.7% |
| 1Y | -0.2% | +12.7% | -13.0% | -6.7% |
| 3Y | +26.8% | +85.6% | -58.8% | -10.7% |
| 5Y | +56.9% | +85.5% | -28.6% | +7.2% |
| 10Y | +226.7% | +456.0% | -229.3% | +0.9% |
| All | +532.3% | +1,132.2% | -599.9% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling