+16.7%
STM vs AZN
+53.8%
-37.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | -1.1% | +13.1% | +12.2% |
| 30D | -0.4% | +13.8% | -14.2% | -2.5% |
| 3M | -13.2% | +17.3% | -30.5% | -15.7% |
| 6M | -26.1% | -1.7% | -24.3% | -25.6% |
| YTD | +81.2% | +1.4% | +79.8% | +80.2% |
| 1Y | +98.3% | +5.2% | +93.1% | +95.0% |
| 3Y | +16.7% | +52.6% | -35.9% | +4.5% |
| All | +16.7% | +53.8% | -37.1% | +4.5% |
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