+14,651.3%
SCHW vs AZN
+4,437.2%
+10,214.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -2.8% | -3.1% | +0.4% | -1.6% |
| 30D | -0.1% | +0.6% | -0.6% | -0.3% |
| 3M | +20.6% | -10.8% | +31.4% | +25.0% |
| 6M | +15.9% | -18.1% | +34.1% | +23.9% |
| YTD | +8.5% | -12.3% | +20.8% | +12.2% |
| 1Y | +17.8% | -0.2% | +18.0% | +15.0% |
| 3Y | +88.5% | +23.4% | +65.2% | +65.8% |
| 5Y | +60.6% | +56.4% | +4.3% | +24.7% |
| 10Y | +298.0% | +225.7% | +72.4% | +108.7% |
| All | +14,651.3% | +4,437.2% | +10,214.1% | +2,878.8% |
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