+56.4%
AZN vs XRT
-4.5%
+60.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.5% |
| 30D | +0.6% | -6.7% | +7.3% | +1.7% |
| 3M | -10.8% | -1.4% | -9.4% | -10.7% |
| 6M | -18.1% | +1.7% | -19.8% | -18.5% |
| YTD | -12.3% | -1.5% | -10.8% | -12.2% |
| 1Y | -0.2% | -2.5% | +2.3% | -0.1% |
| 3Y | +23.4% | +39.9% | -16.5% | +16.1% |
| 5Y | +56.4% | -2.6% | +59.0% | +43.8% |
| All | +56.4% | -4.5% | +60.8% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling