+26.4%
AZN vs SFM
+80.7%
-54.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.8% |
| 7D | -3.1% | -8.8% | +5.6% | -2.8% |
| 30D | +0.6% | -14.5% | +15.0% | +1.2% |
| 3M | -10.8% | -16.8% | +6.0% | -10.2% |
| 6M | -18.1% | -5.3% | -12.8% | -18.0% |
| YTD | -12.3% | -9.4% | -2.9% | -12.1% |
| 1Y | -0.2% | -46.2% | +46.0% | +2.3% |
| All | +26.4% | +80.7% | -54.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling