-18.1%
AZN vs TGT
+32.6%
-50.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.4% |
| 30D | +0.6% | +3.0% | -2.5% | 0.0% |
| 3M | -10.8% | +22.6% | -33.4% | -13.9% |
| 6M | -18.1% | +31.2% | -49.3% | -22.7% |
| All | -18.1% | +32.6% | -50.7% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling