+352.5%
APH vs AZN
+51.7%
+300.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | +5.7% | -14.4% | +20.2% | +8.3% |
| 6M | +20.0% | -19.5% | +39.5% | +24.3% |
| YTD | +20.8% | -13.8% | +34.6% | +23.4% |
| 1Y | +40.2% | -2.4% | +42.6% | +39.6% |
| 3Y | +288.1% | +21.3% | +266.8% | +263.2% |
| 5Y | +352.5% | +53.6% | +298.9% | +311.2% |
| All | +352.5% | +51.7% | +300.8% | +311.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling