+3,002.7%
SPY vs AZN
+4,360.5%
-1,357.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -1.4% | -3.1% | +1.7% | -0.5% |
| 3M | +3.7% | -14.4% | +18.1% | +7.9% |
| 6M | +13.0% | -19.5% | +32.5% | +19.5% |
| YTD | +12.4% | -13.8% | +26.1% | +16.2% |
| 1Y | +18.5% | -2.4% | +20.9% | +17.6% |
| 3Y | +77.6% | +21.3% | +56.4% | +62.7% |
| 5Y | +81.7% | +53.6% | +28.0% | +52.5% |
| 10Y | +319.7% | +220.1% | +99.5% | +172.8% |
| All | +3,002.7% | +4,360.5% | -1,357.8% | +1,024.0% |
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