+339.1%
AZN vs USB
+92.8%
+246.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +16.4% | +5.8% | +10.6% | +15.4% |
| 3M | +15.7% | -6.0% | +21.7% | +16.8% |
| 6M | +0.8% | +7.8% | -6.9% | -0.6% |
| YTD | +2.5% | +14.6% | -12.1% | -0.1% |
| 1Y | +12.4% | +31.8% | -19.3% | +7.1% |
| 3Y | +53.4% | +91.5% | -38.1% | +35.9% |
| 5Y | +62.8% | +22.0% | +40.8% | +53.1% |
| All | +339.1% | +92.8% | +246.2% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling