+53.6%
AZN vs STRL
+2,102.6%
-2,049.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -2.9% | +8.2% | -11.1% | -3.0% |
| 30D | -3.1% | -6.3% | +3.2% | -3.0% |
| 3M | -14.4% | -41.2% | +26.8% | -13.7% |
| 6M | -19.5% | +20.4% | -39.9% | -21.0% |
| YTD | -13.8% | +61.7% | -75.4% | -16.3% |
| 1Y | -2.4% | +72.7% | -75.1% | -5.9% |
| 3Y | +21.3% | +530.9% | -509.7% | +5.1% |
| 5Y | +53.6% | +2,125.4% | -2,071.8% | +21.1% |
| All | +53.6% | +2,102.6% | -2,049.0% | +21.1% |
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