+216.5%
AZN vs SMTC
+548.2%
-331.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.1% |
| 7D | -1.6% | +13.1% | -14.6% | -2.5% |
| 30D | +1.1% | +19.5% | -18.4% | -0.7% |
| 3M | -12.1% | +2.2% | -14.4% | -13.2% |
| 6M | -17.1% | +94.9% | -112.0% | -23.6% |
| YTD | -12.0% | +127.0% | -138.9% | -20.3% |
| 1Y | -0.2% | +174.6% | -174.8% | -11.7% |
| 3Y | +26.8% | +615.9% | -589.1% | -6.8% |
| 5Y | +56.9% | +125.6% | -68.7% | +32.9% |
| All | +216.5% | +548.2% | -331.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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