-0.2%
AZN vs TGT
+78.4%
-78.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -5.2% | +3.7% | -1.0% |
| 30D | +1.1% | +1.2% | -0.1% | +0.8% |
| 3M | -12.1% | +18.4% | -30.5% | -14.0% |
| 6M | -17.1% | +33.4% | -50.6% | -20.2% |
| YTD | -12.0% | +63.8% | -75.8% | -16.4% |
| 1Y | -0.2% | +77.2% | -77.4% | -6.0% |
| All | -0.2% | +78.4% | -78.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling