+558.6%
QQQ vs AZN
+223.4%
+335.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.6% |
| 3M | -0.2% | -12.1% | +11.9% | +2.8% |
| 6M | +17.9% | -17.1% | +35.1% | +23.4% |
| YTD | +16.6% | -12.0% | +28.6% | +19.5% |
| 1Y | +23.0% | -0.2% | +23.2% | +20.7% |
| 3Y | +92.9% | +26.8% | +66.2% | +72.2% |
| 5Y | +95.6% | +56.9% | +38.7% | +59.0% |
| All | +558.6% | +223.4% | +335.1% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling