+97.8%
AZN vs SITM
+4,532.8%
-4,435.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.6% |
| 7D | -3.1% | +4.8% | -8.0% | -3.3% |
| 30D | +0.6% | -9.7% | +10.3% | +0.9% |
| 3M | -10.8% | -9.3% | -1.5% | -11.0% |
| 6M | -18.1% | +69.5% | -87.6% | -21.8% |
| YTD | -12.3% | +70.5% | -82.8% | -16.5% |
| 1Y | -0.2% | +145.3% | -145.4% | -7.6% |
| 3Y | +23.4% | +432.8% | -409.4% | +4.4% |
| 5Y | +56.4% | +174.0% | -117.7% | +32.0% |
| All | +97.8% | +4,532.8% | -4,435.1% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling