+36.8%
RKT vs AZN
+28.0%
+8.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.3% | -1.6% | -4.7% | -5.7% |
| 30D | -6.2% | +1.1% | -7.2% | -6.5% |
| 3M | -1.9% | -12.1% | +10.3% | +2.3% |
| 6M | -13.0% | -17.1% | +4.1% | -6.9% |
| YTD | -31.9% | -12.0% | -19.9% | -29.0% |
| 1Y | -37.6% | -0.2% | -37.3% | -38.1% |
| 3Y | +36.8% | +26.8% | +10.0% | +17.1% |
| All | +36.8% | +28.0% | +8.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling