+492.2%
AZN vs XME
+244.0%
+248.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.1% | +1.4% | -4.5% | -3.4% |
| 3M | -14.4% | +2.7% | -17.2% | -15.3% |
| 6M | -19.5% | +6.5% | -26.0% | -21.2% |
| YTD | -13.8% | +15.2% | -28.9% | -17.4% |
| 1Y | -2.4% | +43.5% | -45.9% | -11.3% |
| 3Y | +21.3% | +135.9% | -114.6% | -2.6% |
| 5Y | +53.6% | +181.5% | -127.8% | +16.1% |
| 10Y | +220.1% | +436.9% | -216.7% | +96.8% |
| All | +492.2% | +244.0% | +248.2% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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