-48.1%
RDDT vs AZN
+17.3%
-65.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.8% | +3.2% | +7.0% |
| 7D | -24.4% | +11.5% | -35.9% | -20.8% |
| 30D | -32.3% | +20.8% | -53.0% | -28.3% |
| 3M | -36.3% | +21.5% | -57.8% | -32.1% |
| 6M | -39.7% | +3.0% | -42.8% | -37.3% |
| YTD | -55.7% | +3.9% | -59.5% | -54.5% |
| All | -48.1% | +17.3% | -65.4% | -48.4% |
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 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