-18.1%
AZN vs SIRI
+35.9%
-54.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | -3.1% | -3.0% | -0.1% | -2.9% |
| 30D | +0.6% | +1.3% | -0.7% | +0.5% |
| 3M | -10.8% | +5.6% | -16.4% | -11.3% |
| 6M | -18.1% | +35.2% | -53.3% | -21.0% |
| All | -18.1% | +35.9% | -54.0% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling