+16.4%
AZN vs TRU
+2.1%
+14.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +2.1% |
| 7D | +11.5% | +10.5% | +1.0% | +9.9% |
| 30D | +20.8% | +28.7% | -7.9% | +16.8% |
| 3M | +21.5% | +0.7% | +20.8% | +20.9% |
| 6M | +3.0% | +19.3% | -16.3% | +0.4% |
| YTD | +3.9% | -3.7% | +7.6% | +3.5% |
| 1Y | +16.4% | +3.4% | +13.0% | +13.2% |
| All | +16.4% | +2.1% | +14.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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