+216.5%
AZN vs XYZ
+610.4%
-393.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | +1.1% | +1.2% | -0.1% | +0.9% |
| 3M | -12.1% | +14.6% | -26.8% | -13.5% |
| 6M | -17.1% | +22.6% | -39.7% | -19.2% |
| YTD | -12.0% | +21.7% | -33.7% | -14.3% |
| 1Y | -0.2% | +6.7% | -6.9% | -1.9% |
| 3Y | +26.8% | +46.8% | -20.1% | +16.9% |
| 5Y | +56.9% | -68.0% | +124.9% | +63.1% |
| All | +216.5% | +610.4% | -393.9% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling