+39.4%
GM vs AZN
+18.4%
+21.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.0% |
| 7D | +12.1% | +11.5% | +0.6% | +9.4% |
| 30D | +15.2% | +20.8% | -5.5% | +10.2% |
| 3M | +4.9% | +21.5% | -16.6% | +0.2% |
| 6M | +22.6% | +3.0% | +19.6% | +20.8% |
| YTD | +14.4% | +3.9% | +10.5% | +13.7% |
| 1Y | +39.4% | +16.4% | +23.0% | +35.4% |
| All | +39.4% | +18.4% | +21.0% | +35.4% |
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