+769.0%
AZN vs VNQ
+386.3%
+382.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | +1.1% | -2.6% | +3.6% | +2.0% |
| 3M | -12.1% | -2.0% | -10.1% | -11.5% |
| 6M | -17.1% | +4.3% | -21.5% | -18.3% |
| YTD | -12.0% | +9.2% | -21.2% | -14.6% |
| 1Y | -0.2% | +5.6% | -5.8% | -2.0% |
| 3Y | +26.8% | +30.8% | -4.1% | +15.3% |
| 5Y | +56.9% | +8.0% | +48.9% | +50.8% |
| 10Y | +226.7% | +63.7% | +163.0% | +167.3% |
| All | +769.0% | +386.3% | +382.8% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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