+239.8%
AZN vs XLRE
+109.5%
+130.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | +1.1% | -2.4% | +3.5% | +2.1% |
| 3M | -12.1% | -2.5% | -9.6% | -11.2% |
| 6M | -17.1% | +4.0% | -21.1% | -18.5% |
| YTD | -12.0% | +9.3% | -21.3% | -15.2% |
| 1Y | -0.2% | +5.6% | -5.8% | -2.5% |
| 3Y | +26.8% | +31.3% | -4.5% | +12.6% |
| 5Y | +56.9% | +9.5% | +47.3% | +48.1% |
| 10Y | +226.7% | +89.0% | +137.8% | +142.5% |
| All | +239.8% | +109.5% | +130.3% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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