+16.4%
AZN vs SRE
-7.5%
+23.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.7% |
| 7D | +11.5% | -2.1% | +13.6% | +12.2% |
| 30D | +20.8% | +6.1% | +14.7% | +18.2% |
| 3M | +21.5% | -3.5% | +25.0% | +22.6% |
| 6M | +3.0% | -10.8% | +13.8% | +8.2% |
| YTD | +3.9% | -4.0% | +7.8% | +6.5% |
| 1Y | +16.4% | -7.7% | +24.1% | +21.4% |
| All | +16.4% | -7.5% | +23.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling