+164.3%
EWY vs AZN
+0.4%
+163.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | +0.7% | +10.9% | +11.7% |
| 3M | -7.4% | -10.5% | +3.1% | -6.7% |
| 6M | +40.6% | -19.3% | +59.8% | +46.1% |
| YTD | +94.3% | -10.6% | +104.9% | +98.9% |
| 1Y | +164.3% | +0.5% | +163.8% | +169.3% |
| All | +164.3% | +0.4% | +163.9% | +169.3% |
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