+62.5%
DRAM vs AZN
-5.4%
+67.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.8% | -8.1% | -3.3% |
| 7D | -16.6% | +11.5% | -28.2% | -9.6% |
| 30D | -26.9% | +20.8% | -47.6% | -16.6% |
| 3M | -17.8% | +21.5% | -39.3% | -5.1% |
| 6M | +6.2% | +3.0% | +3.2% | +19.2% |
| All | +62.5% | -5.4% | +67.9% | +110.5% |
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