+147,879.1%
APH vs AZN
+5,208.0%
+142,671.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | -8.4% | +17.3% | -25.7% | -12.9% |
| 3M | -4.5% | +15.3% | -19.9% | -9.0% |
| 6M | +25.3% | +2.1% | +23.1% | +22.8% |
| YTD | +18.9% | +2.6% | +16.3% | +16.2% |
| 1Y | +11.9% | +7.9% | +4.1% | +7.7% |
| 3Y | +278.0% | +55.8% | +222.1% | +218.9% |
| 5Y | +306.4% | +63.0% | +243.4% | +232.8% |
| 10Y | +955.2% | +343.2% | +612.0% | +509.2% |
| All | +147,879.1% | +5,208.0% | +142,671.0% | +47,997.7% |
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 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