+4,620.6%
AZN vs SUI
+4,008.3%
+612.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.3% | -3.8% | +2.5% | -0.3% |
| 30D | +18.3% | +3.9% | +14.4% | +17.1% |
| 3M | +16.3% | +0.2% | +16.1% | +16.2% |
| 6M | -0.1% | -4.2% | +4.1% | +0.9% |
| YTD | +1.3% | -2.5% | +3.9% | +1.8% |
| 1Y | +6.2% | -4.0% | +10.3% | +7.2% |
| 3Y | +53.9% | +16.5% | +37.3% | +45.5% |
| 5Y | +72.8% | -27.2% | +100.0% | +82.2% |
| 10Y | +332.8% | +119.6% | +213.3% | +229.5% |
| All | +4,620.6% | +4,008.3% | +612.3% | +1,780.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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