+26.8%
AZN vs SRE
+28.3%
-1.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | +1.1% | -3.0% | +4.1% | +1.6% |
| 3M | -12.1% | -8.3% | -3.8% | -10.5% |
| 6M | -17.1% | -8.9% | -8.2% | -15.5% |
| YTD | -12.0% | -4.3% | -7.7% | -11.0% |
| 1Y | -0.2% | +2.7% | -3.0% | -0.4% |
| 3Y | +26.8% | +28.7% | -1.9% | +15.0% |
| All | +26.8% | +28.3% | -1.5% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling