+92.1%
CAT vs AZN
-0.3%
+92.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +0.6% | -3.1% | +3.7% | +0.9% |
| 30D | -4.5% | +0.6% | -5.1% | -4.7% |
| 3M | -5.8% | -10.8% | +5.0% | -4.4% |
| 6M | +12.7% | -18.1% | +30.9% | +17.0% |
| YTD | +41.4% | -12.3% | +53.6% | +45.7% |
| 1Y | +92.1% | -0.2% | +92.3% | +98.1% |
| All | +92.1% | -0.3% | +92.4% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling