+0.5%
AZN vs TRU
-7.3%
+7.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | -0.6% |
| 7D | 0.0% | -6.8% | +6.8% | +0.7% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -10.5% | +13.3% | -23.8% | -11.7% |
| 6M | -19.3% | +3.4% | -22.7% | -19.9% |
| YTD | -10.6% | -6.4% | -4.2% | -10.7% |
| 1Y | +0.5% | -9.7% | +10.2% | -0.3% |
| All | +0.5% | -7.3% | +7.8% | -0.3% |
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