+2,285.7%
STM vs AZN
+3,395.7%
-1,110.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.4% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | +0.7% | -1.7% | -1.5% |
| 3M | -33.3% | -10.5% | -22.8% | -31.0% |
| 6M | +57.4% | -19.3% | +76.6% | +69.9% |
| YTD | +102.2% | -10.6% | +112.8% | +108.4% |
| 1Y | +99.6% | +0.5% | +99.1% | +94.2% |
| 3Y | +14.5% | +25.9% | -11.3% | -1.0% |
| 5Y | +21.4% | +52.4% | -31.0% | -5.3% |
| 10Y | +695.0% | +220.8% | +474.1% | +331.7% |
| All | +2,285.7% | +3,395.7% | -1,110.0% | +545.1% |
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