+57.7%
AZN vs SIRI
-41.5%
+99.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.6% | +0.6% | -2.1% | -1.6% |
| 30D | +1.1% | +2.5% | -1.4% | +0.8% |
| 3M | -12.1% | +6.6% | -18.7% | -12.6% |
| 6M | -17.1% | +32.9% | -50.0% | -19.0% |
| YTD | -12.0% | +50.5% | -62.4% | -14.8% |
| 1Y | -0.2% | +28.0% | -28.2% | -2.4% |
| 3Y | +26.8% | -22.4% | +49.2% | +25.8% |
| All | +57.7% | -41.5% | +99.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling