+418.8%
META vs AZN
+213.8%
+205.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +7.1% |
| 7D | +10.3% | -2.9% | +13.2% | +11.1% |
| 30D | +9.9% | -3.1% | +12.9% | +10.7% |
| 3M | +11.9% | -14.4% | +26.4% | +15.7% |
| 6M | +1.2% | -19.5% | +20.7% | +6.4% |
| YTD | -0.8% | -13.8% | +13.0% | +1.8% |
| 1Y | -14.3% | -2.4% | -12.0% | -15.7% |
| 3Y | +121.4% | +21.3% | +100.1% | +97.7% |
| 5Y | +74.5% | +53.6% | +20.8% | +41.2% |
| 10Y | +418.8% | +220.1% | +198.7% | +239.3% |
| All | +418.8% | +213.8% | +205.0% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling