+4,674.2%
AZN vs STZ
+5,897.5%
-1,223.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.8% |
| 7D | -1.5% | -7.4% | +5.9% | -0.4% |
| 30D | -0.9% | -10.9% | +10.0% | +0.8% |
| 3M | -11.8% | -13.4% | +1.6% | -10.1% |
| 6M | -17.6% | -16.2% | -1.4% | -15.7% |
| YTD | -12.0% | -10.4% | -1.6% | -11.1% |
| 1Y | -0.9% | -14.8% | +13.9% | +0.8% |
| 3Y | +23.7% | -50.1% | +73.8% | +35.2% |
| 5Y | +54.5% | -38.8% | +93.3% | +63.2% |
| 10Y | +218.2% | -14.1% | +232.3% | +211.7% |
| All | +4,674.2% | +5,897.5% | -1,223.4% | +3,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling