-2.0%
TLT vs AZN
+28.0%
-30.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | -1.6% | -0.1% | -1.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -4.9% | -12.1% | +7.3% | -3.7% |
| 6M | -5.0% | -17.1% | +12.1% | -3.3% |
| YTD | -4.4% | -12.0% | +7.6% | -3.3% |
| 1Y | -6.4% | -0.2% | -6.2% | -6.7% |
| 3Y | -2.0% | +26.8% | -28.8% | -6.8% |
| All | -2.0% | +28.0% | -30.0% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling