+265.1%
MU vs AZN
+18.4%
+246.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.8% | -6.5% |
| 7D | -19.1% | +11.5% | -30.6% | -17.5% |
| 30D | -25.2% | +20.8% | -46.0% | -23.2% |
| 3M | -10.9% | +21.5% | -32.4% | -8.3% |
| 6M | +38.0% | +3.0% | +35.0% | +43.1% |
| YTD | +178.8% | +3.9% | +175.0% | +184.7% |
| 1Y | +265.1% | +16.4% | +248.7% | +265.8% |
| All | +265.1% | +18.4% | +246.7% | +265.8% |
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