+4,678.0%
AZN vs TROW
+8,238.2%
-3,560.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -0.9% |
| 30D | +1.1% | -4.6% | +5.7% | +2.0% |
| 3M | -12.1% | -0.7% | -11.5% | -12.1% |
| 6M | -17.1% | +22.2% | -39.4% | -20.6% |
| YTD | -12.0% | +6.6% | -18.6% | -13.5% |
| 1Y | -0.2% | +5.8% | -6.1% | -1.9% |
| 3Y | +26.8% | +11.6% | +15.2% | +21.8% |
| 5Y | +56.9% | -38.9% | +95.8% | +66.3% |
| 10Y | +226.7% | +128.5% | +98.2% | +159.1% |
| All | +4,678.0% | +8,238.2% | -3,560.2% | +2,002.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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