+17.7%
STM vs AZN
+27.6%
-9.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -1.1% | -3.1% | +2.1% | -0.4% |
| 30D | -7.8% | +0.6% | -8.4% | -8.0% |
| 3M | -28.2% | -10.8% | -17.4% | -26.9% |
| 6M | +52.0% | -18.1% | +70.1% | +58.9% |
| YTD | +96.4% | -12.3% | +108.7% | +100.4% |
| 1Y | +98.8% | -0.2% | +99.0% | +94.7% |
| All | +17.7% | +27.6% | -9.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling