+45.3%
MO vs AZN
+18.4%
+26.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.8% |
| 7D | +6.9% | +11.5% | -4.6% | +4.3% |
| 30D | +14.9% | +20.8% | -5.8% | +10.4% |
| 3M | +16.4% | +21.5% | -5.0% | +11.6% |
| 6M | +9.6% | +3.0% | +6.6% | +8.3% |
| YTD | +41.8% | +3.9% | +38.0% | +40.5% |
| 1Y | +45.3% | +16.4% | +28.9% | +42.3% |
| All | +45.3% | +18.4% | +26.9% | +42.3% |
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 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