+1,512.4%
SHEL vs AZN
+4,437.2%
-2,924.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | +3.9% | -3.1% | +7.0% | +5.0% |
| 30D | +7.0% | +0.6% | +6.4% | +6.7% |
| 3M | +12.5% | -10.8% | +23.3% | +16.1% |
| 6M | +14.8% | -18.1% | +32.9% | +21.3% |
| YTD | +34.2% | -12.3% | +46.4% | +38.2% |
| 1Y | +37.0% | -0.2% | +37.2% | +34.7% |
| 3Y | +70.9% | +23.4% | +47.5% | +54.0% |
| 5Y | +192.5% | +56.4% | +136.2% | +138.6% |
| 10Y | +208.5% | +225.7% | -17.2% | +88.9% |
| All | +1,512.4% | +4,437.2% | -2,924.9% | +754.0% |
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