+664.7%
AZN vs SGI
+2,032.3%
-1,367.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -3.1% | +5.5% | -8.6% | -3.7% |
| 3M | -14.4% | -3.6% | -10.8% | -14.3% |
| 6M | -19.5% | -15.0% | -4.5% | -18.4% |
| YTD | -13.8% | -23.0% | +9.3% | -11.7% |
| 1Y | -2.4% | -18.4% | +16.0% | -0.9% |
| 3Y | +21.3% | +57.8% | -36.5% | +13.1% |
| 5Y | +53.6% | +51.5% | +2.2% | +40.9% |
| 10Y | +220.1% | +275.2% | -55.0% | +145.6% |
| All | +664.7% | +2,032.3% | -1,367.6% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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