-20.7%
TLT vs AZN
+223.4%
-244.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | -1.6% | -0.1% | -1.6% |
| 30D | -1.1% | +1.1% | -2.2% | -1.1% |
| 3M | -4.9% | -12.1% | +7.3% | -4.8% |
| 6M | -5.0% | -17.1% | +12.1% | -4.9% |
| YTD | -4.4% | -12.0% | +7.6% | -4.3% |
| 1Y | -6.4% | -0.2% | -6.2% | -6.3% |
| 3Y | -2.0% | +26.8% | -28.8% | -1.6% |
| 5Y | -35.0% | +56.9% | -91.9% | -33.8% |
| All | -20.7% | +223.4% | -244.1% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling