+271.9%
AZN vs USFR
+27.6%
+244.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.1% | +0.3% | -3.3% | -3.1% |
| 3M | -14.4% | +1.0% | -15.4% | -14.5% |
| 6M | -19.5% | +1.9% | -21.4% | -19.7% |
| YTD | -13.8% | +2.7% | -16.4% | -14.0% |
| 1Y | -2.4% | +4.0% | -6.4% | -2.9% |
| 3Y | +21.3% | +14.0% | +7.2% | +19.3% |
| 5Y | +53.6% | +20.4% | +33.2% | +50.0% |
| 10Y | +220.1% | +28.0% | +192.1% | +209.2% |
| All | +271.9% | +27.6% | +244.3% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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