-99.9%
DFNS vs AZN
+59.2%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.9% |
| 7D | +0.8% | -1.5% | +2.3% | +0.6% |
| 30D | -73.2% | -0.9% | -72.4% | -73.2% |
| 3M | -72.4% | -11.8% | -60.6% | -72.4% |
| 6M | -95.2% | -17.6% | -77.6% | -95.2% |
| YTD | -98.0% | -12.0% | -85.9% | -98.0% |
| 1Y | -98.3% | -0.9% | -97.4% | -98.2% |
| 3Y | -99.9% | +23.7% | -123.5% | -99.9% |
| 5Y | -99.9% | +54.5% | -154.4% | -99.8% |
| All | -99.9% | +59.2% | -159.0% | -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 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