-26.3%
APH vs AZN
+0.4%
-26.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.1% | -47.8% |
| 7D | -48.7% | -1.1% | -47.6% | -48.7% |
| 30D | -51.9% | +0.7% | -52.7% | -51.9% |
| 3M | -43.6% | -10.5% | -33.1% | -43.2% |
| 6M | -37.5% | -19.3% | -18.3% | -35.8% |
| YTD | -38.6% | -10.6% | -28.1% | -37.5% |
| 1Y | -26.3% | +0.5% | -26.8% | -25.2% |
| All | -26.3% | +0.4% | -26.7% | -25.2% |
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