+120.4%
XLK vs AZN
+28.0%
+92.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.2% | -1.6% | +1.8% | +0.3% |
| 30D | -0.6% | +1.1% | -1.7% | -0.7% |
| 3M | +2.6% | -12.1% | +14.7% | +3.5% |
| 6M | +34.0% | -17.1% | +51.1% | +36.3% |
| YTD | +30.7% | -12.0% | +42.6% | +31.4% |
| 1Y | +39.2% | -0.2% | +39.4% | +37.2% |
| 3Y | +120.4% | +26.8% | +93.6% | +111.1% |
| All | +120.4% | +28.0% | +92.4% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling