+70.0%
AZN vs STRL
+906.9%
-836.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -1.1% | +15.7% | -16.7% | -1.2% |
| 30D | +13.8% | -35.5% | +49.3% | +14.2% |
| 3M | +17.3% | -47.1% | +64.4% | +17.9% |
| 6M | -1.7% | -65.8% | +64.0% | -0.5% |
| YTD | +1.4% | -4.5% | +5.9% | -1.6% |
| 1Y | +5.2% | -10.5% | +15.6% | +2.3% |
| 3Y | +52.6% | +340.6% | -288.0% | +28.4% |
| All | +70.0% | +906.9% | -836.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling