+1,592.1%
ACN vs AZN
+648.9%
+943.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | -6.3% | -2.9% | -3.4% | -5.4% |
| 30D | -1.4% | -3.1% | +1.7% | -0.3% |
| 3M | +2.6% | -14.4% | +17.0% | +7.7% |
| 6M | -14.3% | -19.5% | +5.2% | -8.5% |
| YTD | -33.1% | -13.8% | -19.4% | -30.4% |
| 1Y | -28.8% | -2.4% | -26.4% | -29.1% |
| 3Y | -43.0% | +21.3% | -64.2% | -48.0% |
| 5Y | -44.0% | +53.6% | -97.7% | -53.6% |
| 10Y | +88.5% | +220.1% | -131.6% | +17.7% |
| All | +1,592.1% | +648.9% | +943.3% | +616.4% |
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