-5.6%
TLT vs AZN
+18.4%
-24.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +1.0% | +11.5% | -10.6% | -0.4% |
| 30D | +6.0% | +20.8% | -14.7% | +3.7% |
| 3M | -0.9% | +21.5% | -22.4% | -3.1% |
| 6M | -2.3% | +3.0% | -5.3% | -3.0% |
| YTD | -3.3% | +3.9% | -7.2% | -4.1% |
| 1Y | -5.6% | +16.4% | -22.0% | -8.5% |
| All | -5.6% | +18.4% | -24.0% | -8.5% |
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