-25.7%
RKT vs AZN
+59.7%
-85.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.1% |
| 7D | -1.0% | -2.9% | +1.9% | 0.0% |
| 30D | -2.4% | -3.1% | +0.7% | -1.4% |
| 3M | +1.9% | -14.4% | +16.3% | +6.6% |
| 6M | -13.9% | -19.5% | +5.6% | -7.9% |
| YTD | -30.6% | -13.8% | -16.9% | -27.7% |
| 1Y | -34.4% | -2.4% | -32.0% | -34.3% |
| 3Y | +38.2% | +21.3% | +16.9% | +27.7% |
| 5Y | -9.7% | +53.6% | -63.3% | -20.2% |
| All | -25.7% | +59.7% | -85.4% | -34.7% |
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