+399.9%
C vs AZN
+4,448.6%
-4,048.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +3.2% | -1.5% | +4.7% | +3.9% |
| 30D | +1.3% | -0.9% | +2.1% | +1.6% |
| 3M | +3.1% | -11.8% | +15.0% | +8.4% |
| 6M | +29.6% | -17.6% | +47.2% | +40.3% |
| YTD | +19.0% | -12.0% | +31.0% | +23.9% |
| 1Y | +45.6% | -0.9% | +46.5% | +41.8% |
| 3Y | +269.3% | +23.7% | +245.6% | +213.8% |
| 5Y | +131.6% | +54.5% | +77.0% | +70.0% |
| 10Y | +286.5% | +218.2% | +68.4% | +77.8% |
| All | +399.9% | +4,448.6% | -4,048.7% | -13.7% |
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