+216.5%
AZN vs SPY
+322.5%
-105.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | +1.1% | -1.1% | +2.1% | +1.6% |
| 3M | -12.1% | +3.9% | -16.0% | -14.0% |
| 6M | -17.1% | +13.6% | -30.7% | -22.7% |
| YTD | -12.0% | +12.7% | -24.7% | -17.5% |
| 1Y | -0.2% | +17.5% | -17.7% | -8.6% |
| 3Y | +26.8% | +76.9% | -50.1% | -7.8% |
| 5Y | +56.9% | +83.6% | -26.7% | +10.1% |
| All | +216.5% | +322.5% | -105.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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