+0.5%
AZN vs USAR
+27.9%
-27.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | +0.7% | +2.6% | -1.9% | +0.8% |
| 3M | -10.5% | -35.0% | +24.5% | -10.3% |
| 6M | -19.3% | -6.9% | -12.4% | -19.4% |
| YTD | -10.6% | +48.0% | -58.6% | -11.0% |
| 1Y | +0.5% | +24.8% | -24.3% | +0.7% |
| All | +0.5% | +27.9% | -27.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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