+216.5%
AZN vs SPYG
+424.6%
-208.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | +1.1% | -1.5% | +2.6% | +1.6% |
| 3M | -12.1% | +3.7% | -15.9% | -13.8% |
| 6M | -17.1% | +16.4% | -33.6% | -22.7% |
| YTD | -12.0% | +13.3% | -25.3% | -17.0% |
| 1Y | -0.2% | +17.9% | -18.1% | -7.6% |
| 3Y | +26.8% | +98.3% | -71.6% | -8.9% |
| 5Y | +56.9% | +86.4% | -29.5% | +13.7% |
| All | +216.5% | +424.6% | -208.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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