+9.1%
XLF vs AZN
+0.4%
+8.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +0.2% | +0.7% | -0.6% | +0.1% |
| 3M | +11.7% | -10.5% | +22.2% | +12.3% |
| 6M | +13.8% | -19.3% | +33.1% | +15.0% |
| YTD | +7.0% | -10.6% | +17.6% | +7.3% |
| 1Y | +9.1% | +0.5% | +8.6% | +9.5% |
| All | +9.1% | +0.4% | +8.8% | +9.5% |
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 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