+338.0%
AZN vs ACGL
+322.9%
+15.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +18.3% | +12.8% | +5.5% | +15.0% |
| 3M | +16.3% | +12.3% | +4.0% | +13.1% |
| 6M | -0.1% | +15.8% | -15.9% | -3.6% |
| YTD | +1.3% | +13.9% | -12.6% | -2.0% |
| 1Y | +6.2% | +19.0% | -12.8% | +1.7% |
| 3Y | +53.9% | +33.7% | +20.2% | +41.7% |
| 5Y | +72.8% | +173.4% | -100.6% | +32.0% |
| All | +338.0% | +322.9% | +15.1% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling