+216.5%
AZN vs Z
-2.5%
+219.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | 0.0% |
| 7D | -1.6% | -6.0% | +4.5% | -1.1% |
| 30D | +1.1% | -2.3% | +3.3% | +1.2% |
| 3M | -12.1% | -0.6% | -11.5% | -12.3% |
| 6M | -17.1% | -27.6% | +10.5% | -15.4% |
| YTD | -12.0% | -52.4% | +40.4% | -7.4% |
| 1Y | -0.2% | -63.6% | +63.4% | +7.0% |
| 3Y | +26.8% | -36.4% | +63.2% | +28.1% |
| 5Y | +56.9% | -64.6% | +121.5% | +60.9% |
| All | +216.5% | -2.5% | +219.0% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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