-0.3%
SPOT vs AZN
+18.4%
-18.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.6% |
| 7D | +16.6% | +11.5% | +5.1% | +12.2% |
| 30D | +29.9% | +20.8% | +9.2% | +22.4% |
| 3M | +31.3% | +21.5% | +9.8% | +23.5% |
| 6M | +43.2% | +3.0% | +40.2% | +39.5% |
| YTD | +8.1% | +3.9% | +4.2% | +4.7% |
| 1Y | -0.3% | +16.4% | -16.7% | -7.8% |
| All | -0.3% | +18.4% | -18.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling