+812.7%
AZN vs SRE
+1,544.3%
-731.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -3.1% | +0.8% | -3.9% | -3.4% |
| 3M | -14.4% | -5.8% | -8.7% | -13.2% |
| 6M | -19.5% | -7.8% | -11.7% | -17.9% |
| YTD | -13.8% | -2.4% | -11.4% | -13.4% |
| 1Y | -2.4% | +8.9% | -11.3% | -4.9% |
| 3Y | +21.3% | +31.1% | -9.8% | +10.3% |
| 5Y | +53.6% | +48.6% | +5.0% | +34.3% |
| 10Y | +220.1% | +126.1% | +94.0% | +141.1% |
| All | +812.7% | +1,544.3% | -731.5% | +367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling