+1,593.8%
META vs AZN
+623.4%
+970.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +3.3% | +1.6% | +1.7% | +2.9% |
| 30D | -10.8% | +17.3% | -28.1% | -14.7% |
| 3M | +7.9% | +15.3% | -7.5% | +3.4% |
| 6M | +5.4% | +2.1% | +3.3% | +3.6% |
| YTD | -2.6% | +2.6% | -5.2% | -4.7% |
| 1Y | +1.9% | +7.9% | -6.0% | -1.9% |
| 3Y | +97.0% | +55.8% | +41.1% | +63.6% |
| 5Y | +97.6% | +63.0% | +34.6% | +60.0% |
| 10Y | +436.0% | +343.2% | +92.8% | +209.3% |
| All | +1,593.8% | +623.4% | +970.4% | +757.1% |
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