-99.6%
DFNS vs AZN
+18.4%
-118.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.8% | -21.1% | -17.4% |
| 7D | -27.7% | +11.5% | -39.2% | -24.9% |
| 30D | -58.0% | +20.8% | -78.7% | -55.4% |
| 3M | -94.0% | +21.5% | -115.4% | -93.5% |
| 6M | -94.6% | +3.0% | -97.6% | -94.3% |
| YTD | -99.4% | +3.9% | -103.3% | -99.4% |
| 1Y | -99.6% | +16.4% | -116.1% | -99.6% |
| All | -99.6% | +18.4% | -118.0% | -99.6% |
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