-26.7%
RIOT vs AZN
+55.9%
-82.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -1.5% | -1.6% | 0.0% | -1.1% |
| 30D | +5.7% | +1.1% | +4.6% | +5.4% |
| 3M | -17.9% | -12.1% | -5.7% | -15.4% |
| 6M | +45.0% | -17.1% | +62.1% | +52.4% |
| YTD | +69.5% | -12.0% | +81.4% | +74.8% |
| 1Y | +37.2% | -0.2% | +37.4% | +35.7% |
| 3Y | +111.7% | +26.8% | +85.0% | +86.3% |
| All | -26.7% | +55.9% | -82.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling