-32.7%
APP vs AZN
+5.5%
-38.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.9% |
| 7D | +10.6% | -1.3% | +11.9% | +10.1% |
| 30D | +44.6% | +18.3% | +26.3% | +51.2% |
| 3M | +29.6% | +16.3% | +13.3% | +35.4% |
| 6M | -19.8% | -0.1% | -19.7% | -21.0% |
| YTD | -41.6% | +1.3% | -42.9% | -42.1% |
| 1Y | -32.7% | +6.2% | -38.9% | -29.6% |
| All | -32.7% | +5.5% | -38.2% | -29.6% |
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 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