+57.2%
AZN vs A
-16.5%
+73.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -3.1% | -4.6% | +1.5% | -2.0% |
| 30D | +0.6% | -4.3% | +4.8% | +1.6% |
| 3M | -10.8% | +8.9% | -19.7% | -12.9% |
| 6M | -18.1% | +24.5% | -42.6% | -23.3% |
| YTD | -12.3% | +5.8% | -18.1% | -14.1% |
| 1Y | -0.2% | +16.2% | -16.4% | -4.7% |
| 3Y | +23.4% | +28.5% | -5.1% | +12.6% |
| All | +57.2% | -16.5% | +73.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling