+15.6%
DIA vs AZN
+0.1%
+15.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -2.0% | +1.1% | -3.1% | -2.1% |
| 3M | +3.6% | -12.1% | +15.8% | +5.0% |
| 6M | +11.5% | -17.1% | +28.7% | +13.8% |
| YTD | +10.4% | -12.0% | +22.3% | +11.8% |
| 1Y | +15.6% | -0.2% | +15.8% | +16.7% |
| All | +15.6% | +0.1% | +15.4% | +16.7% |
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