+1,677.3%
NOK vs AZN
+4,024.0%
-2,346.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | +8.7% | -3.1% | +11.8% | +10.0% |
| 30D | +12.5% | +0.6% | +11.9% | +12.0% |
| 3M | -20.7% | -10.8% | -10.0% | -18.2% |
| 6M | +36.2% | -18.1% | +54.3% | +45.0% |
| YTD | +64.1% | -12.3% | +76.4% | +69.1% |
| 1Y | +132.4% | -0.2% | +132.6% | +124.8% |
| 3Y | +182.9% | +23.4% | +159.5% | +144.1% |
| 5Y | +102.8% | +56.4% | +46.4% | +54.0% |
| 10Y | +126.8% | +225.7% | -98.8% | +14.2% |
| All | +1,677.3% | +4,024.0% | -2,346.7% | +221.2% |
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