-19.5%
AZN vs SPXU
-33.2%
+13.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.9% |
| 7D | -2.9% | +1.3% | -4.2% | -2.9% |
| 30D | -3.1% | +5.1% | -8.2% | -3.0% |
| 3M | -14.4% | -9.1% | -5.3% | -14.9% |
| 6M | -19.5% | -29.6% | +10.1% | -23.6% |
| All | -19.5% | -33.2% | +13.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 6mo: compounded portfolio wealth divided by compounded SPXU 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…
6mo analysis · Full analysis span regression · 6 months rolling