+129.9%
TLT vs AZN
+902.8%
-772.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | -0.4% |
| 30D | 0.0% | -3.1% | +3.0% | -0.2% |
| 3M | -2.9% | -14.4% | +11.6% | -3.7% |
| 6M | -6.3% | -19.5% | +13.2% | -7.4% |
| YTD | -3.3% | -13.8% | +10.4% | -4.1% |
| 1Y | -4.2% | -2.4% | -1.8% | -4.1% |
| 3Y | -1.7% | +21.3% | -22.9% | +0.3% |
| 5Y | -34.9% | +53.6% | -88.5% | -31.8% |
| 10Y | -19.8% | +220.1% | -240.0% | -8.3% |
| All | +129.9% | +902.8% | -772.9% | +201.9% |
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