+27.4%
WMT vs AZN
+18.4%
+9.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.8% |
| 7D | +8.8% | +11.5% | -2.7% | +6.3% |
| 30D | +22.9% | +20.8% | +2.2% | +18.4% |
| 3M | +16.1% | +21.5% | -5.4% | +11.7% |
| 6M | -0.5% | +3.0% | -3.5% | -1.7% |
| YTD | +16.7% | +3.9% | +12.8% | +17.4% |
| 1Y | +27.4% | +16.4% | +11.0% | +30.8% |
| All | +27.4% | +18.4% | +9.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling