+4,581.7%
AZN vs SMTC
+72,259.6%
-67,677.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -2.9% | +22.5% | -25.4% | -4.4% |
| 30D | -3.1% | +24.9% | -28.0% | -4.9% |
| 3M | -14.4% | +4.1% | -18.5% | -15.6% |
| 6M | -19.5% | +92.6% | -112.1% | -24.6% |
| YTD | -13.8% | +122.5% | -136.2% | -20.3% |
| 1Y | -2.4% | +166.2% | -168.6% | -11.3% |
| 3Y | +21.3% | +577.2% | -555.9% | -1.9% |
| 5Y | +53.6% | +119.0% | -65.3% | +33.3% |
| 10Y | +220.1% | +527.9% | -307.7% | +150.8% |
| All | +4,581.7% | +72,259.6% | -67,677.9% | +3,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling