+123.4%
ADI vs AZN
+28.0%
+95.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.5% | +4.8% |
| 7D | +4.6% | -1.6% | +6.1% | +4.8% |
| 30D | -1.2% | +1.1% | -2.2% | -1.4% |
| 3M | -7.8% | -12.1% | +4.3% | -6.1% |
| 6M | +19.3% | -17.1% | +36.5% | +23.4% |
| YTD | +40.9% | -12.0% | +52.9% | +43.2% |
| 1Y | +54.5% | -0.2% | +54.7% | +52.2% |
| 3Y | +123.4% | +26.8% | +96.7% | +109.4% |
| All | +123.4% | +28.0% | +95.4% | +109.4% |
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 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