+391.7%
APP vs AZN
+78.1%
+313.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | +0.7% | -24.0% | -23.4% |
| 3M | -42.6% | -10.5% | -32.1% | -41.5% |
| 6M | -33.6% | -19.3% | -14.3% | -30.4% |
| YTD | -52.4% | -10.6% | -41.8% | -52.1% |
| 1Y | -35.9% | +0.5% | -36.4% | -38.5% |
| 3Y | +642.2% | +25.9% | +616.3% | +520.4% |
| 5Y | +311.1% | +52.4% | +258.7% | +215.5% |
| All | +391.7% | +78.1% | +313.5% | +251.4% |
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