+0.5%
AZN vs XRT
+3.4%
-2.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | +0.7% | -4.2% | +4.9% | +1.5% |
| 3M | -10.5% | +5.1% | -15.6% | -11.8% |
| 6M | -19.3% | +2.4% | -21.7% | -20.0% |
| YTD | -10.6% | +3.2% | -13.8% | -11.5% |
| 1Y | +0.5% | +1.5% | -1.0% | -0.3% |
| All | +0.5% | +3.4% | -2.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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