+152,879.9%
APH vs AZN
+4,524.2%
+148,355.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -3.9% | +0.7% | -4.6% | -4.2% |
| 3M | +13.0% | -10.5% | +23.5% | +15.8% |
| 6M | +25.2% | -19.3% | +44.4% | +32.3% |
| YTD | +22.9% | -10.6% | +33.5% | +25.8% |
| 1Y | +47.8% | +0.5% | +47.3% | +45.5% |
| 3Y | +283.0% | +25.9% | +257.2% | +246.0% |
| 5Y | +349.7% | +52.4% | +297.3% | +276.1% |
| 10Y | +1,061.2% | +220.8% | +840.4% | +643.6% |
| All | +152,879.9% | +4,524.2% | +148,355.7% | +51,953.9% |
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