-98.3%
DFNS vs AZN
+0.4%
-98.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.4% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -77.7% | +0.7% | -78.4% | -77.6% |
| 3M | -77.2% | -10.5% | -66.7% | -75.9% |
| 6M | -95.2% | -19.3% | -75.9% | -94.8% |
| YTD | -98.0% | -10.6% | -87.4% | -97.9% |
| 1Y | -98.3% | +0.5% | -98.8% | -98.4% |
| All | -98.3% | +0.4% | -98.7% | -98.4% |
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