+115.3%
SPOT vs AZN
+55.9%
+59.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | +7.4% | +1.1% | +6.3% | +7.1% |
| 3M | +8.2% | -12.1% | +20.3% | +12.1% |
| 6M | +2.2% | -17.1% | +19.4% | +7.6% |
| YTD | -9.5% | -12.0% | +2.5% | -6.6% |
| 1Y | -23.8% | -0.2% | -23.6% | -24.6% |
| 3Y | +233.5% | +26.8% | +206.7% | +199.6% |
| All | +115.3% | +55.9% | +59.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling