-18.0%
DRAM vs AZN
+16.3%
-34.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.0% | +9.8% |
| 7D | -0.6% | -1.9% | +1.3% | -2.3% |
| 30D | -18.0% | +17.1% | -35.2% | -5.8% |
| All | -18.0% | +16.3% | -34.4% | -5.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling