+216.5%
AZN vs STLA
+55.1%
+161.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | 0.0% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | +1.1% | +0.9% | +0.1% | +0.8% |
| 3M | -12.1% | -21.6% | +9.5% | -9.5% |
| 6M | -17.1% | -21.6% | +4.5% | -14.8% |
| YTD | -12.0% | -50.4% | +38.4% | -4.5% |
| 1Y | -0.2% | -43.6% | +43.4% | +5.8% |
| 3Y | +26.8% | -66.4% | +93.2% | +41.5% |
| 5Y | +56.9% | -62.3% | +119.2% | +68.2% |
| All | +216.5% | +55.1% | +161.4% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling