+146,694.5%
APH vs AZN
+5,171.7%
+141,522.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.4% | -1.9% | +2.2% | +1.0% |
| 30D | -8.0% | +17.1% | -25.1% | -12.6% |
| 3M | -5.0% | +16.8% | -21.8% | -9.8% |
| 6M | +29.9% | +2.0% | +27.9% | +27.4% |
| YTD | +18.0% | +1.9% | +16.0% | +15.5% |
| 1Y | +11.3% | +5.2% | +6.1% | +8.0% |
| 3Y | +274.9% | +54.8% | +220.2% | +217.0% |
| 5Y | +300.6% | +62.4% | +238.1% | +228.3% |
| 10Y | +944.2% | +335.4% | +608.8% | +506.2% |
| All | +146,694.5% | +5,171.7% | +141,522.8% | +47,709.6% |
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