+242.9%
AZN vs SNAP
-77.0%
+319.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | +1.6% |
| 7D | -3.1% | -3.2% | 0.0% | -3.0% |
| 30D | +0.6% | +0.2% | +0.4% | +0.5% |
| 3M | -10.8% | +2.6% | -13.4% | -11.1% |
| 6M | -18.1% | +12.4% | -30.6% | -18.9% |
| YTD | -12.3% | -31.6% | +19.3% | -11.3% |
| 1Y | -0.2% | -21.7% | +21.5% | +0.2% |
| 3Y | +23.4% | -41.2% | +64.6% | +23.0% |
| 5Y | +56.4% | -92.6% | +149.0% | +65.4% |
| All | +242.9% | -77.0% | +319.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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