+290.1%
APH vs AZN
+23.5%
+266.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -3.3% | -0.9% | -2.5% | -3.3% |
| 3M | +14.0% | -11.8% | +25.9% | +15.5% |
| 6M | +24.4% | -17.6% | +42.0% | +27.5% |
| YTD | +21.4% | -12.0% | +33.5% | +23.3% |
| 1Y | +48.9% | -0.9% | +49.8% | +48.6% |
| 3Y | +290.1% | +23.7% | +266.4% | +269.7% |
| All | +290.1% | +23.5% | +266.6% | +269.7% |
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