+4,013.6%
CMG vs AZN
+633.1%
+3,380.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +10.9% | +1.1% | +9.9% | +10.5% |
| 3M | +15.8% | -12.1% | +28.0% | +19.7% |
| 6M | +6.9% | -17.1% | +24.1% | +12.3% |
| YTD | -2.2% | -12.0% | +9.8% | +0.6% |
| 1Y | -7.1% | -0.2% | -6.9% | -8.4% |
| 3Y | -7.1% | +26.8% | -33.9% | -16.0% |
| 5Y | -4.8% | +56.9% | -61.7% | -20.9% |
| 10Y | +324.3% | +226.7% | +97.6% | +166.9% |
| All | +4,013.6% | +633.1% | +3,380.5% | +1,573.5% |
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