+555.0%
AZN vs URA
-52.4%
+607.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -1.1% | -1.5% | +0.5% | -0.9% |
| 30D | +13.8% | -10.4% | +24.2% | +15.5% |
| 3M | +17.3% | -29.6% | +46.9% | +23.3% |
| 6M | -1.7% | -40.3% | +38.5% | +5.4% |
| YTD | +1.4% | -25.5% | +26.9% | +3.5% |
| 1Y | +5.2% | -26.4% | +31.6% | +7.4% |
| 3Y | +52.6% | +31.4% | +21.2% | +35.0% |
| 5Y | +72.9% | +28.6% | +44.3% | +49.4% |
| 10Y | +333.0% | +260.9% | +72.1% | +176.3% |
| All | +555.0% | -52.4% | +607.4% | +506.0% |
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