+242.6%
AZN vs SPMO
+566.1%
-323.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.2% |
| 30D | +1.1% | -1.9% | +3.0% | +1.6% |
| 3M | -12.1% | -1.4% | -10.8% | -12.6% |
| 6M | -17.1% | +25.5% | -42.6% | -25.9% |
| YTD | -12.0% | +24.8% | -36.8% | -21.2% |
| 1Y | -0.2% | +24.5% | -24.7% | -10.7% |
| 3Y | +26.8% | +157.1% | -130.4% | -20.7% |
| 5Y | +56.9% | +149.5% | -92.6% | -1.6% |
| 10Y | +226.7% | +518.1% | -291.3% | +42.6% |
| All | +242.6% | +566.1% | -323.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling