+3,770.8%
WMT vs AZN
+4,437.2%
-666.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.8% |
| 30D | -6.4% | +0.6% | -7.0% | -6.6% |
| 3M | -12.1% | -10.8% | -1.3% | -10.2% |
| 6M | -15.0% | -18.1% | +3.2% | -11.7% |
| YTD | -4.5% | -12.3% | +7.8% | -2.3% |
| 1Y | +6.2% | -0.2% | +6.4% | +5.4% |
| 3Y | +99.9% | +23.4% | +76.5% | +88.1% |
| 5Y | +131.4% | +56.4% | +75.1% | +104.3% |
| 10Y | +433.2% | +225.7% | +207.6% | +291.7% |
| All | +3,770.8% | +4,437.2% | -666.4% | +1,669.5% |
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