-0.2%
AZN vs SIMO
+239.1%
-239.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | +0.5% |
| 7D | -1.6% | +11.0% | -12.6% | -1.3% |
| 30D | +1.1% | +17.9% | -16.8% | +1.5% |
| 3M | -12.1% | +3.9% | -16.0% | -12.0% |
| 6M | -17.1% | +131.0% | -148.2% | -19.1% |
| YTD | -12.0% | +209.3% | -221.3% | -16.8% |
| 1Y | -0.2% | +223.8% | -224.0% | -6.9% |
| All | -0.2% | +239.1% | -239.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling