+671.8%
AZN vs SPYG
+553.6%
+118.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | +0.6% | -1.9% | +2.5% | +1.4% |
| 3M | -10.8% | +5.2% | -15.9% | -13.3% |
| 6M | -18.1% | +15.6% | -33.7% | -24.0% |
| YTD | -12.3% | +12.4% | -24.7% | -17.6% |
| 1Y | -0.2% | +17.5% | -17.7% | -8.3% |
| 3Y | +23.4% | +98.1% | -74.7% | -13.2% |
| 5Y | +56.4% | +84.9% | -28.5% | +11.3% |
| 10Y | +225.7% | +417.7% | -192.0% | +36.9% |
| All | +671.8% | +553.6% | +118.2% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling