+2,025.5%
STM vs AZN
+3,861.6%
-1,836.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +16.3% | -1.3% | +17.6% | +17.0% |
| 30D | -6.3% | +18.3% | -24.6% | -13.4% |
| 3M | -14.1% | +16.3% | -30.4% | -20.3% |
| 6M | -19.6% | -0.1% | -19.5% | -21.4% |
| YTD | +80.1% | +1.3% | +78.8% | +74.5% |
| 1Y | +95.4% | +6.2% | +89.1% | +85.3% |
| 3Y | +14.7% | +53.9% | -39.2% | -9.7% |
| 5Y | -5.4% | +72.8% | -78.2% | -30.3% |
| 10Y | +465.5% | +332.8% | +132.7% | +167.8% |
| All | +2,025.5% | +3,861.6% | -1,836.1% | +440.2% |
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