+185.8%
GS vs AZN
+52.6%
+133.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -2.4% | +16.4% | -18.8% | -3.8% |
| 3M | -15.7% | +15.7% | -31.5% | -16.8% |
| 6M | -6.8% | +0.8% | -7.6% | -6.9% |
| YTD | -0.1% | +2.5% | -2.5% | -0.6% |
| 1Y | +12.1% | +12.4% | -0.3% | +9.8% |
| 3Y | +185.8% | +53.4% | +132.3% | +160.6% |
| All | +185.8% | +52.6% | +133.2% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling