+229.2%
TER vs AZN
+0.1%
+229.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.6% |
| 7D | +6.4% | -1.6% | +7.9% | +6.3% |
| 30D | -5.7% | +1.1% | -6.7% | -5.7% |
| 3M | -0.4% | -12.1% | +11.7% | +0.5% |
| 6M | +25.8% | -17.1% | +43.0% | +29.9% |
| YTD | +96.4% | -12.0% | +108.4% | +99.9% |
| 1Y | +229.2% | -0.2% | +229.4% | +228.9% |
| All | +229.2% | +0.1% | +229.1% | +228.9% |
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 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