+0.5%
AZN vs TW
-15.9%
+16.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +0.7% | +3.9% | -3.2% | +0.6% |
| 3M | -10.5% | +5.7% | -16.2% | -10.5% |
| 6M | -19.3% | -14.5% | -4.7% | -18.7% |
| YTD | -10.6% | -0.9% | -9.7% | -10.8% |
| 1Y | +0.5% | -13.5% | +14.0% | -6.7% |
| All | +0.5% | -15.9% | +16.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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