+5,402.3%
AZN vs STRL
+13,659.5%
-8,257.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -1.1% | +15.7% | -16.7% | -1.4% |
| 30D | +13.8% | -35.5% | +49.3% | +14.7% |
| 3M | +17.3% | -47.1% | +64.4% | +18.6% |
| 6M | -1.7% | -65.8% | +64.0% | +0.1% |
| YTD | +1.4% | -4.5% | +5.9% | +0.4% |
| 1Y | +5.2% | -10.5% | +15.6% | +4.2% |
| 3Y | +52.6% | +340.6% | -288.0% | +44.3% |
| 5Y | +72.9% | +911.0% | -838.2% | +59.6% |
| 10Y | +333.0% | +3,727.1% | -3,394.1% | +283.3% |
| All | +5,402.3% | +13,659.5% | -8,257.2% | +4,720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling