+52.7%
EFA vs AZN
+55.9%
-3.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.5% | -1.6% | 0.0% | -1.1% |
| 30D | -1.7% | +1.1% | -2.7% | -2.0% |
| 3M | +3.5% | -12.1% | +15.6% | +6.9% |
| 6M | +9.5% | -17.1% | +26.6% | +15.0% |
| YTD | +12.9% | -12.0% | +24.8% | +16.2% |
| 1Y | +18.2% | -0.2% | +18.4% | +16.8% |
| 3Y | +64.8% | +26.8% | +38.1% | +48.8% |
| All | +52.7% | +55.9% | -3.2% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling