+53.6%
AZN vs ABCL
-39.4%
+93.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.7% |
| 30D | -3.1% | +18.3% | -21.4% | -4.3% |
| 3M | -14.4% | +108.5% | -122.9% | -19.2% |
| 6M | -19.5% | +213.9% | -233.4% | -26.5% |
| YTD | -13.8% | +223.1% | -236.9% | -21.8% |
| 1Y | -2.4% | +160.6% | -163.0% | -10.5% |
| 3Y | +21.3% | +104.3% | -83.0% | +10.2% |
| 5Y | +53.6% | -40.0% | +93.7% | +45.1% |
| All | +53.6% | -39.4% | +93.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling