+0.5%
AZN vs SRE
+4.7%
-4.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +0.7% | -0.7% | +1.5% | +0.7% |
| 3M | -10.5% | -6.3% | -4.2% | -8.3% |
| 6M | -19.3% | -10.7% | -8.6% | -16.0% |
| YTD | -10.6% | -3.5% | -7.1% | -8.3% |
| 1Y | +0.5% | +5.3% | -4.8% | +6.2% |
| All | +0.5% | +4.7% | -4.2% | +6.2% |
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