+813.5%
SPYM vs AZN
+683.2%
+130.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -2.0% | -3.1% | +1.1% | -1.0% |
| 30D | -1.6% | +0.6% | -2.2% | -1.9% |
| 3M | +4.7% | -10.8% | +15.5% | +7.8% |
| 6M | +12.6% | -18.1% | +30.7% | +18.8% |
| YTD | +11.8% | -12.3% | +24.1% | +15.1% |
| 1Y | +17.5% | -0.2% | +17.7% | +15.7% |
| 3Y | +77.0% | +23.4% | +53.6% | +60.0% |
| 5Y | +82.6% | +56.4% | +26.2% | +49.9% |
| 10Y | +320.3% | +225.7% | +94.7% | +160.2% |
| All | +813.5% | +683.2% | +130.2% | +287.6% |
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