+320.5%
TMUS vs AZN
+479.6%
-159.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | +0.7% | +4.5% | +4.8% |
| 3M | +3.1% | -10.5% | +13.6% | +7.0% |
| 6M | -16.5% | -19.3% | +2.8% | -9.8% |
| YTD | -9.2% | -10.6% | +1.4% | -6.5% |
| 1Y | -26.5% | +0.5% | -27.0% | -28.6% |
| 3Y | +39.0% | +25.9% | +13.1% | +19.1% |
| 5Y | +40.4% | +52.4% | -12.0% | +6.5% |
| 10Y | +303.7% | +220.8% | +82.9% | +90.9% |
| All | +320.5% | +479.6% | -159.1% | +26.3% |
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 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