+199.8%
TER vs AZN
+0.4%
+199.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | +0.7% | -9.1% | -8.2% |
| 3M | -12.2% | -10.5% | -1.7% | -11.7% |
| 6M | +17.0% | -19.3% | +36.3% | +21.8% |
| YTD | +84.6% | -10.6% | +95.2% | +87.8% |
| 1Y | +199.8% | +0.5% | +199.3% | +199.2% |
| All | +199.8% | +0.4% | +199.4% | +199.2% |
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 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