+216.5%
AZN vs STZ
-11.3%
+227.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.6% | -4.5% | +2.9% | -0.8% |
| 30D | +1.1% | -8.6% | +9.6% | +2.6% |
| 3M | -12.1% | -13.8% | +1.6% | -10.0% |
| 6M | -17.1% | -17.2% | 0.0% | -14.7% |
| YTD | -12.0% | -9.4% | -2.6% | -11.2% |
| 1Y | -0.2% | -11.9% | +11.6% | +1.1% |
| 3Y | +26.8% | -49.6% | +76.4% | +41.0% |
| 5Y | +56.9% | -37.2% | +94.1% | +67.0% |
| All | +216.5% | -11.3% | +227.8% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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