+216.5%
AZN vs SPG
+64.5%
+152.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +1.1% | -6.1% | +7.2% | +1.8% |
| 3M | -12.1% | -3.6% | -8.5% | -11.7% |
| 6M | -17.1% | +10.4% | -27.6% | -18.1% |
| YTD | -12.0% | +14.4% | -26.3% | -13.3% |
| 1Y | -0.2% | +16.5% | -16.8% | -2.0% |
| 3Y | +26.8% | +106.8% | -80.0% | +16.9% |
| 5Y | +56.9% | +108.9% | -52.0% | +43.4% |
| All | +216.5% | +64.5% | +152.0% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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