+1,123.7%
CAT vs AZN
+222.4%
+901.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | -4.5% | +0.6% | -5.1% | -4.8% |
| 3M | -5.8% | -10.8% | +5.0% | -3.8% |
| 6M | +12.7% | -18.1% | +30.9% | +17.5% |
| YTD | +41.4% | -12.3% | +53.6% | +44.8% |
| 1Y | +92.1% | -0.2% | +92.3% | +90.3% |
| 3Y | +197.5% | +23.4% | +174.1% | +176.3% |
| 5Y | +327.9% | +56.4% | +271.6% | +268.6% |
| All | +1,123.7% | +222.4% | +901.4% | +829.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling