-35.1%
TLT vs AZN
+54.9%
-89.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | -3.7% | -10.8% | +7.1% | -2.9% |
| 6M | -6.4% | -18.1% | +11.8% | -4.9% |
| YTD | -4.5% | -12.3% | +7.8% | -3.6% |
| 1Y | -5.9% | -0.2% | -5.7% | -6.0% |
| 3Y | -2.8% | +23.4% | -26.2% | -5.2% |
| 5Y | -35.1% | +56.4% | -91.4% | -37.3% |
| All | -35.1% | +54.9% | -89.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling