-99.9%
DFNS vs AZN
+25.4%
-125.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -5.1% |
| 7D | +4.6% | -2.9% | +7.5% | +3.9% |
| 30D | -73.9% | -3.1% | -70.8% | -74.0% |
| 3M | -71.7% | -14.4% | -57.3% | -71.9% |
| 6M | -94.6% | -19.5% | -75.1% | -94.7% |
| YTD | -98.1% | -13.8% | -84.3% | -98.1% |
| 1Y | -98.3% | -2.4% | -95.9% | -98.3% |
| All | -99.9% | +25.4% | -125.3% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling