+249.5%
AZN vs SNAP
-77.2%
+326.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +0.7% | +2.6% | -1.9% | +0.6% |
| 3M | -10.5% | -9.9% | -0.6% | -10.3% |
| 6M | -19.3% | +1.9% | -21.1% | -19.7% |
| YTD | -10.6% | -32.2% | +21.6% | -9.6% |
| 1Y | +0.5% | -22.8% | +23.4% | +0.9% |
| 3Y | +25.9% | -47.6% | +73.5% | +26.1% |
| 5Y | +52.4% | -92.7% | +145.1% | +61.4% |
| All | +249.5% | -77.2% | +326.7% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling