+355.9%
C vs AZN
+5,142.4%
-4,786.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.2% | -1.1% | +5.2% | +4.7% |
| 30D | +2.0% | +13.8% | -11.9% | -4.4% |
| 3M | -10.1% | +17.3% | -27.4% | -17.2% |
| 6M | +1.0% | -1.7% | +2.7% | +0.2% |
| YTD | +8.5% | +1.4% | +7.1% | +5.0% |
| 1Y | +25.7% | +5.2% | +20.6% | +19.5% |
| 3Y | +216.0% | +52.6% | +163.4% | +141.7% |
| 5Y | +112.3% | +72.9% | +39.4% | +48.1% |
| 10Y | +217.8% | +333.0% | -115.2% | +24.2% |
| All | +355.9% | +5,142.4% | -4,786.5% | -26.9% |
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