+11,428.8%
MO vs AZN
+4,437.2%
+6,991.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -1.0% | -3.1% | +2.1% | -0.4% |
| 30D | +5.8% | +0.6% | +5.2% | +5.6% |
| 3M | -4.5% | -10.8% | +6.3% | -2.6% |
| 6M | +5.7% | -18.1% | +23.9% | +9.5% |
| YTD | +23.1% | -12.3% | +35.4% | +25.7% |
| 1Y | +10.9% | -0.2% | +11.1% | +10.2% |
| 3Y | +96.1% | +23.4% | +72.8% | +85.5% |
| 5Y | +100.1% | +56.4% | +43.7% | +78.4% |
| 10Y | +114.0% | +225.7% | -111.7% | +62.0% |
| All | +11,428.8% | +4,437.2% | +6,991.5% | +5,371.0% |
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 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