+215.5%
AZN vs STRL
+6,846.4%
-6,631.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.8% |
| 7D | -3.1% | +5.4% | -8.5% | -3.3% |
| 30D | +0.6% | -9.0% | +9.6% | +0.8% |
| 3M | -10.8% | -37.1% | +26.3% | -9.5% |
| 6M | -18.1% | +17.8% | -35.9% | -20.2% |
| YTD | -12.3% | +58.3% | -70.6% | -16.0% |
| 1Y | -0.2% | +61.0% | -61.2% | -5.0% |
| 3Y | +23.4% | +517.8% | -494.5% | +5.0% |
| 5Y | +56.4% | +2,119.0% | -2,062.7% | +19.7% |
| All | +215.5% | +6,846.4% | -6,631.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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