+14,994.1%
CAT vs AZN
+5,142.4%
+9,851.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +7.4% | -1.1% | +8.5% | +7.8% |
| 30D | -19.7% | +13.8% | -33.5% | -22.9% |
| 3M | -29.6% | +17.3% | -46.9% | -33.2% |
| 6M | -33.2% | -1.7% | -31.5% | -33.7% |
| YTD | +5.7% | +1.4% | +4.3% | +3.8% |
| 1Y | +9.3% | +5.2% | +4.2% | +6.3% |
| 3Y | +158.3% | +52.6% | +105.7% | +121.0% |
| 5Y | +211.6% | +72.9% | +138.7% | +153.4% |
| 10Y | +698.5% | +333.0% | +365.5% | +370.3% |
| All | +14,994.1% | +5,142.4% | +9,851.7% | +5,429.1% |
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 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