+107.8%
META vs AZN
+23.5%
+84.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.6% |
| 7D | +6.0% | -1.5% | +7.5% | +6.0% |
| 30D | +3.6% | -0.9% | +4.5% | +3.6% |
| 3M | +4.9% | -11.8% | +16.7% | +4.3% |
| 6M | -4.7% | -17.6% | +12.9% | -5.0% |
| YTD | -6.9% | -12.0% | +5.2% | -7.2% |
| 1Y | -18.2% | -0.9% | -17.3% | -18.1% |
| 3Y | +107.8% | +23.7% | +84.1% | +111.0% |
| All | +107.8% | +23.5% | +84.3% | +111.0% |
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