+56.4%
AZN vs STT
+153.4%
-97.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.1% | -1.4% | -1.8% | -2.9% |
| 30D | +0.6% | +2.2% | -1.6% | +0.2% |
| 3M | -10.8% | +18.8% | -29.6% | -13.4% |
| 6M | -18.1% | +57.9% | -76.1% | -24.4% |
| YTD | -12.3% | +51.0% | -63.3% | -18.5% |
| 1Y | -0.2% | +77.1% | -77.3% | -10.0% |
| 3Y | +23.4% | +199.8% | -176.5% | 0.0% |
| 5Y | +56.4% | +156.0% | -99.6% | +27.6% |
| All | +56.4% | +153.4% | -97.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling