+293.1%
F vs AZN
+5,142.4%
-4,849.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | 0.0% | +13.8% | -13.8% | -4.0% |
| 3M | -13.2% | +17.3% | -30.5% | -17.5% |
| 6M | -10.2% | -1.7% | -8.5% | -10.4% |
| YTD | -4.9% | +1.4% | -6.3% | -6.2% |
| 1Y | -6.1% | +5.2% | -11.2% | -8.3% |
| 3Y | +46.0% | +52.6% | -6.7% | +25.1% |
| 5Y | -15.7% | +72.9% | -88.6% | -31.2% |
| 10Y | +64.3% | +333.0% | -268.7% | -4.2% |
| All | +293.1% | +5,142.4% | -4,849.3% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling