+41.1%
AZN vs SMR
+1.6%
+39.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.8% |
| 7D | -3.1% | +4.7% | -7.8% | -3.2% |
| 30D | +0.6% | +3.2% | -2.7% | +0.5% |
| 3M | -10.8% | +9.9% | -20.7% | -11.1% |
| 6M | -18.1% | -15.1% | -3.0% | -18.2% |
| YTD | -12.3% | -27.9% | +15.7% | -12.2% |
| 1Y | -0.2% | -70.2% | +70.0% | +1.1% |
| 3Y | +23.4% | +72.5% | -49.1% | +14.2% |
| All | +41.1% | +1.6% | +39.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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