+53.5%
AZN vs USB
+102.7%
-49.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | +17.1% | +5.7% | +11.4% | +16.3% |
| 3M | +16.8% | -4.7% | +21.5% | +17.4% |
| 6M | +2.0% | +13.4% | -11.4% | 0.0% |
| YTD | +1.9% | +17.0% | -15.1% | -0.8% |
| 1Y | +5.2% | +32.4% | -27.2% | +0.7% |
| All | +53.5% | +102.7% | -49.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling