+216.5%
AZN vs SIRI
-10.2%
+226.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.6% | +0.6% | -2.1% | -1.6% |
| 30D | +1.1% | +2.5% | -1.4% | +0.7% |
| 3M | -12.1% | +6.6% | -18.7% | -12.9% |
| 6M | -17.1% | +32.9% | -50.0% | -20.0% |
| YTD | -12.0% | +50.5% | -62.4% | -16.3% |
| 1Y | -0.2% | +28.0% | -28.2% | -3.6% |
| 3Y | +26.8% | -22.4% | +49.2% | +26.3% |
| 5Y | +56.9% | -41.3% | +98.2% | +58.2% |
| All | +216.5% | -10.2% | +226.7% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling