-19.5%
AZN vs XYZ
+22.0%
-41.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -2.9% | -3.7% | +0.8% | -2.8% |
| 30D | -3.1% | +0.5% | -3.6% | -3.1% |
| 3M | -14.4% | +16.3% | -30.7% | -14.9% |
| 6M | -19.5% | +21.1% | -40.6% | -20.5% |
| All | -19.5% | +22.0% | -41.5% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling