+24.2%
AZN vs SIMO
+469.0%
-444.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | -2.9% | +14.5% | -17.4% | -3.0% |
| 30D | -3.1% | +20.4% | -23.5% | -3.3% |
| 3M | -14.4% | +7.1% | -21.6% | -14.9% |
| 6M | -19.5% | +129.2% | -148.7% | -23.8% |
| YTD | -13.8% | +201.9% | -215.7% | -20.5% |
| 1Y | -2.4% | +235.5% | -237.9% | -11.1% |
| All | +24.2% | +469.0% | -444.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling