+809.8%
AZN vs TRI
+499.2%
+310.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -3.1% | -14.4% | +11.2% | +1.8% |
| 30D | +0.6% | -8.1% | +8.7% | +3.0% |
| 3M | -10.8% | +17.5% | -28.3% | -17.0% |
| 6M | -18.1% | -5.0% | -13.2% | -19.2% |
| YTD | -12.3% | -24.7% | +12.4% | -7.1% |
| 1Y | -0.2% | -41.5% | +41.3% | +15.6% |
| 3Y | +23.4% | -20.3% | +43.7% | +24.7% |
| 5Y | +56.4% | -10.9% | +67.3% | +49.5% |
| 10Y | +225.7% | +190.6% | +35.1% | +90.6% |
| All | +809.8% | +499.2% | +310.6% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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