+9,019.5%
TER vs AZN
+4,448.6%
+4,570.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +11.0% | -1.5% | +12.4% | +11.5% |
| 30D | -1.9% | -0.9% | -1.0% | -1.9% |
| 3M | -0.7% | -11.8% | +11.2% | +2.7% |
| 6M | +36.4% | -17.6% | +54.0% | +44.9% |
| YTD | +92.4% | -12.0% | +104.5% | +98.5% |
| 1Y | +213.5% | -0.9% | +214.4% | +206.7% |
| 3Y | +277.2% | +23.7% | +253.6% | +234.2% |
| 5Y | +219.1% | +54.5% | +164.6% | +152.1% |
| 10Y | +1,744.2% | +218.2% | +1,526.1% | +945.3% |
| All | +9,019.5% | +4,448.6% | +4,570.9% | +1,862.0% |
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