-4.0%
SPOT vs AZN
-17.5%
+13.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | -6.5% | -2.9% | -3.6% | -5.7% |
| 30D | +2.2% | -3.1% | +5.3% | +3.1% |
| 3M | +5.4% | -14.4% | +19.8% | +8.6% |
| 6M | -4.0% | -19.5% | +15.5% | -1.3% |
| All | -4.0% | -17.5% | +13.5% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling