+24.2%
AZN vs ACGL
+30.4%
-6.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.4% |
| 30D | -3.1% | -2.2% | -0.9% | -2.6% |
| 3M | -14.4% | +6.3% | -20.8% | -15.6% |
| 6M | -19.5% | +0.5% | -20.0% | -19.8% |
| YTD | -13.8% | +0.2% | -14.0% | -14.0% |
| 1Y | -2.4% | +7.3% | -9.6% | -4.1% |
| All | +24.2% | +30.4% | -6.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling