+216.5%
AZN vs SM
+23.0%
+193.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.6% | +4.6% | -6.1% | -1.7% |
| 30D | +1.1% | +18.2% | -17.2% | +0.6% |
| 3M | -12.1% | +22.5% | -34.6% | -12.7% |
| 6M | -17.1% | +50.6% | -67.7% | -18.4% |
| YTD | -12.0% | +108.1% | -120.1% | -14.2% |
| 1Y | -0.2% | +46.0% | -46.2% | -1.8% |
| 3Y | +26.8% | +2.9% | +23.9% | +25.2% |
| 5Y | +56.9% | +112.6% | -55.7% | +50.6% |
| All | +216.5% | +23.0% | +193.5% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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