+2,636.9%
GLW vs AZN
+4,524.2%
-1,887.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +6.1% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | -1.3% | +0.7% | -2.1% | -1.8% |
| 3M | -21.8% | -10.5% | -11.3% | -20.1% |
| 6M | +6.9% | -19.3% | +26.2% | +13.3% |
| YTD | +77.2% | -10.6% | +87.7% | +81.2% |
| 1Y | +123.2% | +0.5% | +122.7% | +119.0% |
| 3Y | +400.0% | +25.9% | +374.1% | +350.0% |
| 5Y | +342.8% | +52.4% | +290.4% | +267.7% |
| 10Y | +771.4% | +220.8% | +550.5% | +449.4% |
| All | +2,636.9% | +4,524.2% | -1,887.3% | +804.2% |
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