+216.5%
AZN vs STT
+271.9%
-55.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +1.1% | +1.7% | -0.7% | +0.7% |
| 3M | -12.1% | +17.9% | -30.0% | -14.6% |
| 6M | -17.1% | +55.3% | -72.4% | -23.1% |
| YTD | -12.0% | +52.7% | -64.6% | -18.2% |
| 1Y | -0.2% | +75.7% | -75.9% | -9.6% |
| 3Y | +26.8% | +197.9% | -171.1% | +4.2% |
| 5Y | +56.9% | +158.8% | -101.9% | +28.7% |
| All | +216.5% | +271.9% | -55.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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