+23.7%
AZN vs ABCL
+105.4%
-81.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -0.9% | +65.1% | -65.9% | -4.5% |
| 3M | -11.8% | +111.1% | -122.9% | -16.6% |
| 6M | -17.6% | +231.6% | -249.2% | -24.8% |
| YTD | -12.0% | +234.5% | -246.6% | -20.2% |
| 1Y | -0.9% | +174.3% | -175.2% | -9.0% |
| 3Y | +23.7% | +111.5% | -87.8% | +13.9% |
| All | +23.7% | +105.4% | -81.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling