-19.5%
AZN vs SFM
-7.7%
-11.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.6% |
| 7D | -2.9% | -7.2% | +4.3% | -2.4% |
| 30D | -3.1% | -14.3% | +11.3% | -2.1% |
| 3M | -14.4% | -13.7% | -0.7% | -13.6% |
| 6M | -19.5% | -6.0% | -13.5% | -19.9% |
| All | -19.5% | -7.7% | -11.8% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling