+24.2%
AZN vs STT
+195.2%
-170.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | -3.1% | +2.8% | -5.9% | -3.5% |
| 3M | -14.4% | +18.1% | -32.6% | -16.6% |
| 6M | -19.5% | +59.2% | -78.7% | -25.1% |
| YTD | -13.8% | +51.5% | -65.2% | -19.3% |
| 1Y | -2.4% | +75.7% | -78.0% | -11.1% |
| All | +24.2% | +195.2% | -170.9% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling