+655.9%
STM vs AZN
+223.4%
+432.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | -4.9% | +1.1% | -6.0% | -5.5% |
| 3M | -34.0% | -12.1% | -21.9% | -31.4% |
| 6M | +51.8% | -17.1% | +69.0% | +61.4% |
| YTD | +99.4% | -12.0% | +111.3% | +106.2% |
| 1Y | +99.1% | -0.2% | +99.3% | +94.0% |
| 3Y | +19.5% | +26.8% | -7.3% | +2.8% |
| 5Y | +19.5% | +56.9% | -37.4% | -8.6% |
| All | +655.9% | +223.4% | +432.4% | +384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling