+4,581.7%
AZN vs TRMB
+3,951.8%
+629.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -3.1% | -1.8% | -1.3% | -2.9% |
| 3M | -14.4% | +8.4% | -22.8% | -15.1% |
| 6M | -19.5% | -18.5% | -1.0% | -18.3% |
| YTD | -13.8% | -26.7% | +13.0% | -11.8% |
| 1Y | -2.4% | -28.3% | +25.9% | -0.1% |
| 3Y | +21.3% | +12.6% | +8.7% | +18.7% |
| 5Y | +53.6% | -38.7% | +92.4% | +56.6% |
| 10Y | +220.1% | +120.8% | +99.4% | +191.7% |
| All | +4,581.7% | +3,951.8% | +629.9% | +3,740.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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