+186.8%
LQD vs AZN
+923.4%
-736.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -1.3% | +1.1% | -2.3% | -1.3% |
| 3M | -3.2% | -12.1% | +8.9% | -2.8% |
| 6M | -2.1% | -17.1% | +15.0% | -1.6% |
| YTD | -2.4% | -12.0% | +9.6% | -2.0% |
| 1Y | -2.7% | -0.2% | -2.4% | -2.8% |
| 3Y | +14.2% | +26.8% | -12.6% | +13.1% |
| 5Y | -5.8% | +56.9% | -62.7% | -7.4% |
| 10Y | +22.2% | +226.7% | -204.6% | +18.2% |
| All | +186.8% | +923.4% | -736.6% | +171.8% |
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