-0.2%
AZN vs VLTO
-10.5%
+10.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | -3.1% | -4.5% | +1.4% | -2.3% |
| 30D | +0.6% | -4.6% | +5.2% | +1.4% |
| 3M | -10.8% | +13.3% | -24.1% | -12.9% |
| 6M | -18.1% | +2.1% | -20.2% | -18.5% |
| YTD | -12.3% | -6.1% | -6.2% | -10.9% |
| 1Y | -0.2% | -11.4% | +11.2% | +3.0% |
| All | -0.2% | -10.5% | +10.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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