+378.4%
AZN vs SFM
+117.5%
+261.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.1% |
| 7D | -1.5% | -5.8% | +4.3% | -1.0% |
| 30D | -0.9% | -11.4% | +10.5% | +0.1% |
| 3M | -11.8% | -12.2% | +0.3% | -11.1% |
| 6M | -17.6% | -5.2% | -12.4% | -17.6% |
| YTD | -12.0% | -4.5% | -7.6% | -12.2% |
| 1Y | -0.9% | -45.4% | +44.5% | +3.4% |
| 3Y | +23.7% | +91.1% | -67.4% | +13.1% |
| 5Y | +54.5% | +226.8% | -172.3% | +32.1% |
| 10Y | +218.2% | +291.9% | -73.7% | +159.6% |
| All | +378.4% | +117.5% | +261.0% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling