+4,674.2%
AZN vs AA
+323.9%
+4,350.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.1% |
| 7D | -1.5% | +1.7% | -3.1% | -1.7% |
| 30D | -0.9% | +3.3% | -4.2% | -1.4% |
| 3M | -11.8% | -29.4% | +17.6% | -8.1% |
| 6M | -17.6% | -12.8% | -4.8% | -17.0% |
| YTD | -12.0% | -2.1% | -9.9% | -13.2% |
| 1Y | -0.9% | +62.8% | -63.6% | -9.4% |
| 3Y | +23.7% | +90.5% | -66.8% | +6.3% |
| 5Y | +54.5% | +19.1% | +35.5% | +35.0% |
| 10Y | +218.2% | +124.8% | +93.4% | +121.6% |
| All | +4,674.2% | +323.9% | +4,350.3% | +2,548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling