+1,115.0%
RSP vs AZN
+820.5%
+294.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -1.5% | -0.9% | -0.7% | -1.3% |
| 3M | +4.8% | -11.8% | +16.6% | +8.9% |
| 6M | +10.3% | -17.6% | +27.9% | +17.2% |
| YTD | +14.1% | -12.0% | +26.1% | +18.0% |
| 1Y | +17.0% | -0.9% | +17.9% | +15.3% |
| 3Y | +54.2% | +23.7% | +30.5% | +37.5% |
| 5Y | +51.5% | +54.5% | -3.0% | +21.3% |
| 10Y | +204.4% | +218.2% | -13.8% | +72.9% |
| All | +1,115.0% | +820.5% | +294.5% | +322.7% |
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