-10.7%
CMG vs AZN
+0.4%
-11.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +7.1% | +0.7% | +6.4% | +7.1% |
| 3M | +31.2% | -10.5% | +41.7% | +31.7% |
| 6M | +0.7% | -19.3% | +19.9% | +1.8% |
| YTD | -0.1% | -10.6% | +10.5% | +1.0% |
| 1Y | -10.7% | +0.5% | -11.3% | -9.2% |
| All | -10.7% | +0.4% | -11.1% | -9.2% |
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 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