+7.6%
XLF vs AZN
+0.1%
+7.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.5% | -1.6% | +0.1% | -1.4% |
| 30D | -1.2% | +1.1% | -2.2% | -1.2% |
| 3M | +9.2% | -12.1% | +21.3% | +9.8% |
| 6M | +16.3% | -17.1% | +33.5% | +17.4% |
| YTD | +5.4% | -12.0% | +17.4% | +5.9% |
| 1Y | +7.6% | -0.2% | +7.8% | +8.1% |
| All | +7.6% | +0.1% | +7.5% | +8.1% |
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