+477.8%
AZN vs URA
-31.1%
+508.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +0.7% | +7.4% | -6.6% | -0.5% |
| 3M | -10.5% | -8.4% | -2.1% | -9.8% |
| 6M | -19.3% | -12.7% | -6.6% | -18.4% |
| YTD | -10.6% | +7.8% | -18.4% | -13.5% |
| 1Y | +0.5% | +19.5% | -18.9% | -5.5% |
| 3Y | +25.9% | +116.4% | -90.6% | +2.6% |
| 5Y | +52.4% | +134.3% | -81.9% | +17.9% |
| 10Y | +220.8% | +359.3% | -138.4% | +99.8% |
| All | +477.8% | -31.1% | +508.9% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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