+768.4%
AZN vs SIMO
+3,332.4%
-2,564.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.0% |
| 7D | 0.0% | +4.2% | -4.2% | -0.4% |
| 30D | +0.7% | +4.1% | -3.3% | +0.1% |
| 3M | -10.5% | -12.9% | +2.4% | -10.6% |
| 6M | -19.3% | +110.3% | -129.6% | -26.4% |
| YTD | -10.6% | +178.6% | -189.2% | -20.9% |
| 1Y | +0.5% | +220.0% | -219.5% | -12.5% |
| 3Y | +25.9% | +409.0% | -383.2% | +3.5% |
| 5Y | +52.4% | +277.3% | -224.9% | +26.2% |
| 10Y | +220.8% | +506.6% | -285.8% | +144.8% |
| All | +768.4% | +3,332.4% | -2,564.0% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling