+4,674.2%
AZN vs STRL
+23,532.9%
-18,858.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.9% | -1.7% |
| 7D | -1.5% | +10.1% | -11.6% | -1.7% |
| 30D | -0.9% | -8.2% | +7.3% | -0.7% |
| 3M | -11.8% | -43.7% | +31.8% | -10.9% |
| 6M | -17.6% | +27.1% | -44.7% | -18.7% |
| YTD | -12.0% | +64.0% | -76.0% | -13.7% |
| 1Y | -0.9% | +75.2% | -76.0% | -3.1% |
| 3Y | +23.7% | +539.9% | -516.2% | +16.2% |
| 5Y | +54.5% | +2,133.0% | -2,078.5% | +40.5% |
| 10Y | +218.2% | +7,178.3% | -6,960.1% | +178.3% |
| All | +4,674.2% | +23,532.9% | -18,858.8% | +4,042.8% |
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