-34.5%
RBLX vs AZN
+77.2%
-111.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +5.1% | -1.6% | +6.6% | +5.3% |
| 30D | +28.0% | +1.1% | +27.0% | +27.8% |
| 3M | +4.6% | -12.1% | +16.8% | +6.2% |
| 6M | -24.7% | -17.1% | -7.5% | -22.9% |
| YTD | -43.8% | -12.0% | -31.9% | -43.1% |
| 1Y | -65.8% | -0.2% | -65.6% | -66.1% |
| 3Y | +59.4% | +26.8% | +32.6% | +47.3% |
| 5Y | -48.2% | +56.9% | -105.1% | -54.2% |
| All | -34.5% | +77.2% | -111.8% | -45.2% |
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