+238.0%
GM vs AZN
+483.9%
-245.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -1.6% | -0.9% | -1.9% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | +6.1% | -12.1% | +18.2% | +10.3% |
| 6M | +15.0% | -17.1% | +32.1% | +21.8% |
| YTD | +6.0% | -12.0% | +18.0% | +9.7% |
| 1Y | +47.1% | -0.2% | +47.3% | +45.2% |
| 3Y | +170.5% | +26.8% | +143.7% | +141.1% |
| 5Y | +80.5% | +56.9% | +23.6% | +46.0% |
| 10Y | +238.7% | +226.7% | +12.0% | +101.6% |
| All | +238.0% | +483.9% | -245.9% | +24.6% |
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