-99.9%
DFNS vs AZN
+59.3%
-159.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.5% |
| 7D | -6.3% | -1.6% | -4.8% | -6.5% |
| 30D | -74.0% | +1.1% | -75.0% | -73.9% |
| 3M | -70.1% | -12.1% | -58.0% | -70.2% |
| 6M | -93.9% | -17.1% | -76.8% | -93.9% |
| YTD | -98.1% | -12.0% | -86.1% | -98.1% |
| 1Y | -98.3% | -0.2% | -98.1% | -98.3% |
| 3Y | -99.9% | +26.8% | -126.7% | -99.9% |
| 5Y | -99.9% | +56.9% | -156.8% | -99.9% |
| All | -99.9% | +59.3% | -159.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling