+9,791.0%
RTX vs AZN
+4,448.6%
+5,342.4%
-52.7%
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 | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | -10.6% | -0.9% | -9.7% | -10.4% |
| 3M | +11.6% | -11.8% | +23.5% | +15.7% |
| 6M | -4.5% | -17.6% | +13.1% | +1.0% |
| YTD | +9.6% | -12.0% | +21.6% | +13.3% |
| 1Y | +30.8% | -0.9% | +31.7% | +29.8% |
| 3Y | +152.8% | +23.7% | +129.2% | +130.4% |
| 5Y | +167.1% | +54.5% | +112.6% | +123.1% |
| 10Y | +275.2% | +218.2% | +57.0% | +141.0% |
| All | +9,791.0% | +4,448.6% | +5,342.4% | +3,021.0% |
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