+503.9%
AZN vs XRT
+501.1%
+2.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -0.9% | -5.6% | +4.8% | +1.0% |
| 3M | -11.8% | +2.5% | -14.4% | -12.7% |
| 6M | -17.6% | +3.7% | -21.3% | -18.8% |
| YTD | -12.0% | +1.0% | -13.0% | -12.7% |
| 1Y | -0.9% | -1.2% | +0.3% | -1.1% |
| 3Y | +23.7% | +43.4% | -19.7% | +7.4% |
| 5Y | +54.5% | -0.7% | +55.3% | +46.9% |
| 10Y | +218.2% | +123.7% | +94.5% | +102.5% |
| All | +503.9% | +501.1% | +2.8% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling