+228.4%
AZN vs Z
+17.0%
+211.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -1.1% |
| 7D | -1.5% | -3.3% | +1.8% | -1.2% |
| 30D | -0.9% | -3.7% | +2.9% | -0.6% |
| 3M | -11.8% | -7.0% | -4.9% | -11.6% |
| 6M | -17.6% | -29.5% | +11.9% | -15.6% |
| YTD | -12.0% | -52.6% | +40.5% | -7.3% |
| 1Y | -0.9% | -64.0% | +63.1% | +6.8% |
| 3Y | +23.7% | -36.4% | +60.1% | +25.0% |
| 5Y | +54.5% | -65.8% | +120.3% | +59.4% |
| 10Y | +218.2% | -5.8% | +224.0% | +175.3% |
| All | +228.4% | +17.0% | +211.3% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling