+19.8%
MA vs AZN
+6.0%
+13.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.5% |
| 30D | +9.6% | +13.8% | -4.2% | +7.9% |
| 3M | +16.8% | +17.3% | -0.5% | +14.5% |
| 6M | +35.2% | -1.7% | +36.9% | +34.9% |
| YTD | +16.6% | +1.4% | +15.2% | +14.7% |
| 1Y | +19.8% | +5.2% | +14.6% | +17.2% |
| All | +19.8% | +6.0% | +13.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling