+884.4%
AZN vs SIMO
+2,177.2%
-1,292.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | -1.1% | +4.1% | -5.2% | -1.4% |
| 30D | +13.8% | -24.0% | +37.8% | +15.6% |
| 3M | +17.3% | -31.8% | +49.1% | +19.4% |
| 6M | -1.7% | -36.9% | +35.1% | -0.6% |
| YTD | +1.4% | +84.8% | -83.5% | -8.3% |
| 1Y | +5.2% | +99.0% | -93.8% | -5.6% |
| 3Y | +52.6% | +217.9% | -165.3% | +29.1% |
| 5Y | +72.9% | +171.5% | -98.6% | +45.3% |
| 10Y | +333.0% | +393.3% | -60.2% | +231.9% |
| All | +884.4% | +2,177.2% | -1,292.8% | +448.6% |
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