+376.8%
F vs AZN
+4,524.2%
-4,147.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.8% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | +0.7% | +3.8% | +4.3% |
| 3M | -3.7% | -10.5% | +6.8% | -0.8% |
| 6M | +16.8% | -19.3% | +36.1% | +24.1% |
| YTD | +15.3% | -10.6% | +25.9% | +18.5% |
| 1Y | +31.0% | +0.5% | +30.5% | +29.5% |
| 3Y | +45.4% | +25.9% | +19.6% | +32.5% |
| 5Y | +54.7% | +52.4% | +2.3% | +30.9% |
| 10Y | +98.2% | +220.8% | -122.6% | +27.2% |
| All | +376.8% | +4,524.2% | -4,147.4% | +99.3% |
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 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