+26.8%
AZN vs SPMO
+155.8%
-129.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | +1.1% | -1.9% | +3.0% | +1.2% |
| 3M | -12.1% | -1.4% | -10.8% | -12.4% |
| 6M | -17.1% | +25.5% | -42.6% | -21.6% |
| YTD | -12.0% | +24.8% | -36.8% | -16.7% |
| 1Y | -0.2% | +24.5% | -24.7% | -5.6% |
| 3Y | +26.8% | +157.1% | -130.4% | -6.1% |
| All | +26.8% | +155.8% | -129.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling