+16.4%
AZN vs SITM
+47.5%
-31.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.4% | +12.1% | +2.4% |
| 7D | +11.5% | -19.5% | +31.0% | +10.8% |
| 30D | +20.8% | -43.2% | +64.0% | +19.4% |
| 3M | +21.5% | -30.8% | +52.3% | +20.3% |
| 6M | +3.0% | -28.6% | +31.6% | +0.5% |
| YTD | +3.9% | +14.2% | -10.3% | -2.9% |
| 1Y | +16.4% | +44.4% | -28.0% | +6.8% |
| All | +16.4% | +47.5% | -31.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling