+26.4%
AZN vs SPY
+75.5%
-49.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.1% | -2.0% | -1.1% | -2.5% |
| 30D | +0.6% | -1.7% | +2.2% | +1.1% |
| 3M | -10.8% | +4.7% | -15.5% | -12.5% |
| 6M | -18.1% | +12.5% | -30.6% | -22.0% |
| YTD | -12.3% | +11.7% | -24.0% | -16.2% |
| 1Y | -0.2% | +17.5% | -17.7% | -6.4% |
| All | +26.4% | +75.5% | -49.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling