+279.2%
RTX vs AZN
+223.4%
+55.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -1.5% | -1.6% | 0.0% | -1.1% |
| 30D | -11.0% | +1.1% | -12.0% | -11.3% |
| 3M | +7.7% | -12.1% | +19.8% | +11.4% |
| 6M | -3.9% | -17.1% | +13.2% | +1.1% |
| YTD | +9.0% | -12.0% | +20.9% | +12.4% |
| 1Y | +27.3% | -0.2% | +27.5% | +26.1% |
| 3Y | +172.9% | +26.8% | +146.1% | +147.5% |
| 5Y | +165.2% | +56.9% | +108.3% | +121.0% |
| All | +279.2% | +223.4% | +55.8% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling