+43.2%
TER vs AZN
+18.4%
+24.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.8% | -9.6% | -5.9% |
| 7D | -19.9% | +11.5% | -31.4% | -17.0% |
| 30D | -43.5% | +20.8% | -64.3% | -40.5% |
| 3M | -37.8% | +21.5% | -59.2% | -34.5% |
| 6M | -25.6% | +3.0% | -28.6% | -21.1% |
| YTD | +29.8% | +3.9% | +26.0% | +39.3% |
| 1Y | +43.2% | +16.4% | +26.8% | +60.3% |
| All | +43.2% | +18.4% | +24.8% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling