+1,222.7%
T vs AZN
+4,360.5%
-3,137.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.3% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | +4.6% | -3.1% | +7.6% | +5.3% |
| 3M | +12.2% | -14.4% | +26.7% | +16.1% |
| 6M | -6.5% | -19.5% | +13.0% | -1.9% |
| YTD | +4.9% | -13.8% | +18.6% | +7.8% |
| 1Y | -10.5% | -2.4% | -8.1% | -11.1% |
| 3Y | +104.6% | +21.3% | +83.3% | +90.4% |
| 5Y | +64.2% | +53.6% | +10.6% | +42.4% |
| 10Y | +68.4% | +220.1% | -151.7% | +17.6% |
| All | +1,222.7% | +4,360.5% | -3,137.8% | +446.9% |
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