+66.6%
AZN vs ABCL
-82.9%
+149.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.1% | +2.0% |
| 7D | -3.1% | -9.6% | +6.5% | -2.6% |
| 30D | +0.6% | +7.2% | -6.6% | 0.0% |
| 3M | -10.8% | +105.5% | -116.3% | -15.1% |
| 6M | -18.1% | +193.0% | -211.1% | -24.0% |
| YTD | -12.3% | +205.8% | -218.1% | -19.1% |
| 1Y | -0.2% | +144.4% | -144.6% | -7.1% |
| 3Y | +23.4% | +93.3% | -70.0% | +13.7% |
| 5Y | +56.4% | -44.9% | +101.3% | +48.5% |
| All | +66.6% | -82.9% | +149.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling