+69.8%
AZN vs ABCL
-81.3%
+151.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.2% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +0.7% | +93.1% | -92.3% | -3.6% |
| 3M | -10.5% | +79.4% | -89.9% | -14.2% |
| 6M | -19.3% | +214.9% | -234.1% | -25.4% |
| YTD | -10.6% | +234.2% | -244.8% | -18.0% |
| 1Y | +0.5% | +174.8% | -174.2% | -7.0% |
| 3Y | +25.9% | +104.5% | -78.6% | +15.7% |
| 5Y | +52.4% | -39.0% | +91.4% | +44.0% |
| All | +69.8% | -81.3% | +151.0% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling