+4,674.2%
AZN vs SM
+1,238.9%
+3,435.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.3% | -1.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -0.9% | +31.5% | -32.4% | -2.6% |
| 3M | -11.8% | +17.3% | -29.2% | -12.9% |
| 6M | -17.6% | +48.5% | -66.1% | -20.1% |
| YTD | -12.0% | +106.3% | -118.3% | -16.6% |
| 1Y | -0.9% | +47.3% | -48.2% | -4.1% |
| 3Y | +23.7% | -1.4% | +25.1% | +21.0% |
| 5Y | +54.5% | +114.0% | -59.5% | +40.6% |
| 10Y | +218.2% | +12.5% | +205.7% | +158.9% |
| All | +4,674.2% | +1,238.9% | +3,435.3% | +2,867.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling