+86.5%
AZN vs TE
-53.2%
+139.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +1.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | +0.6% | -16.3% | +16.8% | +0.7% |
| 3M | -10.8% | -40.8% | +30.0% | -10.4% |
| 6M | -18.1% | -42.6% | +24.5% | -18.0% |
| YTD | -12.3% | -31.4% | +19.2% | -12.7% |
| 1Y | -0.2% | +144.9% | -145.1% | -3.9% |
| 3Y | +23.4% | -26.0% | +49.4% | +20.3% |
| 5Y | +56.4% | -48.5% | +104.9% | +53.8% |
| All | +86.5% | -53.2% | +139.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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