+216.5%
AZN vs SO
+159.0%
+57.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +1.1% | -5.0% | +6.1% | +2.7% |
| 3M | -12.1% | -5.8% | -6.4% | -10.4% |
| 6M | -17.1% | -7.9% | -9.2% | -14.9% |
| YTD | -12.0% | +2.4% | -14.4% | -12.7% |
| 1Y | -0.2% | -2.3% | +2.0% | +0.4% |
| 3Y | +26.8% | +41.9% | -15.1% | +13.0% |
| 5Y | +56.9% | +58.1% | -1.2% | +34.4% |
| All | +216.5% | +159.0% | +57.5% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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