+1,116.4%
BAC vs AZN
+4,448.6%
-3,332.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.2% |
| 7D | +1.2% | -1.5% | +2.7% | +1.7% |
| 30D | -0.7% | -0.9% | +0.1% | -0.5% |
| 3M | +16.9% | -11.8% | +28.8% | +21.7% |
| 6M | +29.6% | -17.6% | +47.2% | +38.1% |
| YTD | +15.3% | -12.0% | +27.3% | +19.2% |
| 1Y | +28.8% | -0.9% | +29.7% | +26.4% |
| 3Y | +136.4% | +23.7% | +112.7% | +108.4% |
| 5Y | +72.9% | +54.5% | +18.4% | +36.0% |
| 10Y | +391.8% | +218.2% | +173.6% | +168.9% |
| All | +1,116.4% | +4,448.6% | -3,332.2% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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