+1,144.5%
RSP vs AZN
+960.9%
+183.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -1.1% | +3.4% | +2.8% |
| 30D | +4.3% | +13.8% | -9.6% | -0.6% |
| 3M | -0.3% | +17.3% | -17.6% | -6.2% |
| 6M | +9.8% | -1.7% | +11.6% | +9.4% |
| YTD | +16.8% | +1.4% | +15.5% | +14.5% |
| 1Y | +19.5% | +5.2% | +14.3% | +15.5% |
| 3Y | +65.1% | +52.6% | +12.5% | +36.2% |
| 5Y | +48.7% | +72.9% | -24.2% | +14.6% |
| 10Y | +213.6% | +333.0% | -119.5% | +57.5% |
| All | +1,144.5% | +960.9% | +183.6% | +310.4% |
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