+216.5%
AZN vs AA
+122.9%
+93.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -3.4% | +1.9% | -1.3% |
| 30D | +1.1% | -5.8% | +6.8% | +1.4% |
| 3M | -12.1% | -29.9% | +17.8% | -10.0% |
| 6M | -17.1% | -27.0% | +9.9% | -15.7% |
| YTD | -12.0% | -8.7% | -3.3% | -12.2% |
| 1Y | -0.2% | +50.6% | -50.9% | -4.5% |
| 3Y | +26.8% | +74.1% | -47.3% | +17.2% |
| 5Y | +56.9% | +2.6% | +54.3% | +47.7% |
| All | +216.5% | +122.9% | +93.6% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling