+3.7%
F vs AZN
+18.4%
-14.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | +6.0% | +11.5% | -5.5% | +2.9% |
| 30D | +4.3% | +20.8% | -16.5% | -1.0% |
| 3M | -10.1% | +21.5% | -31.5% | -14.7% |
| 6M | +12.8% | +3.0% | +9.7% | +10.7% |
| YTD | -0.1% | +3.9% | -4.0% | -1.0% |
| 1Y | +3.7% | +16.4% | -12.7% | -0.4% |
| All | +3.7% | +18.4% | -14.7% | -0.4% |
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