+1,547.1%
QQQ vs AZN
+888.8%
+658.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -1.3% | -3.1% | +1.9% | -0.3% |
| 30D | -1.4% | +0.6% | -1.9% | -1.6% |
| 3M | +2.3% | -10.8% | +13.1% | +5.2% |
| 6M | +16.9% | -18.1% | +35.0% | +23.3% |
| YTD | +15.6% | -12.3% | +27.9% | +18.9% |
| 1Y | +22.6% | -0.2% | +22.8% | +20.4% |
| 3Y | +93.5% | +23.4% | +70.2% | +74.4% |
| 5Y | +93.9% | +56.4% | +37.5% | +58.8% |
| 10Y | +564.6% | +225.7% | +338.9% | +313.6% |
| All | +1,547.1% | +888.8% | +658.3% | +573.4% |
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