+4,674.2%
AZN vs SPY
+3,026.0%
+1,648.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -0.9% | -0.9% | +0.1% | -0.3% |
| 3M | -11.8% | +3.9% | -15.7% | -14.1% |
| 6M | -17.6% | +14.5% | -32.1% | -24.2% |
| YTD | -12.0% | +12.9% | -25.0% | -18.5% |
| 1Y | -0.9% | +19.4% | -20.2% | -11.1% |
| 3Y | +23.7% | +78.5% | -54.8% | -13.9% |
| 5Y | +54.5% | +81.8% | -27.2% | +4.8% |
| 10Y | +218.2% | +311.5% | -93.3% | +27.7% |
| All | +4,674.2% | +3,026.0% | +1,648.2% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling