+577.0%
AZN vs STLA
+252.7%
+324.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -0.9% | -2.4% | +1.5% | -0.7% |
| 3M | -11.8% | -23.9% | +12.0% | -9.3% |
| 6M | -17.6% | -24.6% | +7.0% | -15.3% |
| YTD | -12.0% | -50.5% | +38.5% | -5.7% |
| 1Y | -0.9% | -39.8% | +39.0% | +3.4% |
| 3Y | +23.7% | -65.6% | +89.3% | +35.2% |
| 5Y | +54.5% | -62.1% | +116.6% | +64.5% |
| 10Y | +218.2% | +47.8% | +170.4% | +188.8% |
| All | +577.0% | +252.7% | +324.3% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling