+1,106.1%
DIA vs AZN
+921.4%
+184.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.4% |
| 30D | -2.7% | -3.1% | +0.4% | -1.8% |
| 3M | +3.3% | -14.4% | +17.7% | +7.6% |
| 6M | +10.4% | -19.5% | +29.9% | +16.9% |
| YTD | +10.0% | -13.8% | +23.7% | +13.8% |
| 1Y | +16.2% | -2.4% | +18.6% | +15.5% |
| 3Y | +58.7% | +21.3% | +37.5% | +45.7% |
| 5Y | +63.6% | +53.6% | +9.9% | +37.5% |
| 10Y | +251.0% | +220.1% | +30.9% | +128.6% |
| All | +1,106.1% | +921.4% | +184.6% | +407.9% |
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 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