-55.4%
APP vs AZN
+18.4%
-73.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +11.4% |
| 7D | +4.5% | +11.5% | -7.0% | +7.7% |
| 30D | -3.6% | +20.8% | -24.4% | +1.0% |
| 3M | -35.3% | +21.5% | -56.7% | -31.7% |
| 6M | -42.8% | +3.0% | -45.8% | -43.1% |
| YTD | -59.7% | +3.9% | -63.5% | -60.1% |
| 1Y | -55.4% | +16.4% | -71.8% | -54.0% |
| All | -55.4% | +18.4% | -73.8% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling