-11.4%
RKT vs AZN
+55.9%
-67.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 6M | -13.0% | -17.1% | +4.1% | -7.0% |
| YTD | -31.9% | -12.0% | -19.9% | -29.2% |
| 1Y | -37.6% | -0.2% | -37.3% | -38.2% |
| 3Y | +36.8% | +26.8% | +10.0% | +21.4% |
| All | -11.4% | +55.9% | -67.3% | -25.1% |
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 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