+26.4%
AZN vs Z
-39.0%
+65.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.9% |
| 7D | -3.1% | -11.6% | +8.5% | -2.4% |
| 30D | +0.6% | -8.5% | +9.0% | +1.1% |
| 3M | -10.8% | -7.9% | -2.9% | -10.5% |
| 6M | -18.1% | -29.1% | +10.9% | -16.6% |
| YTD | -12.3% | -54.2% | +41.9% | -7.8% |
| 1Y | -0.2% | -63.5% | +63.3% | +6.9% |
| All | +26.4% | -39.0% | +65.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling