+13,193.3%
GOOGL vs AZN
+687.6%
+12,505.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -1.6% |
| 7D | -1.9% | -2.9% | +1.0% | -0.9% |
| 30D | -7.5% | -3.1% | -4.4% | -6.5% |
| 3M | -9.2% | -14.4% | +5.3% | -5.0% |
| 6M | +8.1% | -19.5% | +27.6% | +15.4% |
| YTD | +5.8% | -13.8% | +19.6% | +9.9% |
| 1Y | +38.3% | -2.4% | +40.7% | +37.1% |
| 3Y | +144.8% | +21.3% | +123.5% | +120.2% |
| 5Y | +132.5% | +53.6% | +78.9% | +87.9% |
| 10Y | +746.7% | +220.1% | +526.5% | +399.5% |
| All | +13,193.3% | +687.6% | +12,505.8% | +5,403.5% |
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