+2,064.0%
GS vs AZN
+947.8%
+1,116.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | +0.7% | -2.3% | -1.9% |
| 3M | -4.5% | -10.5% | +6.0% | -1.5% |
| 6M | +20.9% | -19.3% | +40.1% | +29.3% |
| YTD | +19.9% | -10.6% | +30.5% | +22.9% |
| 1Y | +41.4% | +0.5% | +40.9% | +38.2% |
| 3Y | +239.2% | +25.9% | +213.3% | +199.7% |
| 5Y | +185.0% | +52.4% | +132.6% | +129.1% |
| 10Y | +655.0% | +220.8% | +434.1% | +329.3% |
| All | +2,064.0% | +947.8% | +1,116.2% | +607.4% |
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 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