+94.9%
AZN vs ABCL
-79.6%
+174.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +1.6% | +2.3% | -0.7% | +1.4% |
| 30D | +17.3% | -0.7% | +18.0% | +17.1% |
| 3M | +15.3% | +33.4% | -18.1% | +12.9% |
| 6M | +2.1% | +137.8% | -135.6% | -4.2% |
| YTD | +2.6% | +264.3% | -261.7% | -6.7% |
| 1Y | +7.9% | +209.2% | -201.3% | -1.1% |
| 3Y | +55.8% | +208.4% | -152.6% | +39.8% |
| 5Y | +63.0% | -11.9% | +74.9% | +51.5% |
| All | +94.9% | -79.6% | +174.4% | +95.0% |
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