+2,874.4%
AZN vs ACGL
+4,938.9%
-2,064.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +17.3% | +14.2% | +3.1% | +14.5% |
| 3M | +15.3% | +11.1% | +4.3% | +13.1% |
| 6M | +2.1% | +16.4% | -14.2% | -0.7% |
| YTD | +2.6% | +13.8% | -11.1% | 0.0% |
| 1Y | +7.9% | +21.6% | -13.7% | +3.9% |
| 3Y | +55.8% | +33.5% | +22.3% | +46.4% |
| 5Y | +63.0% | +174.8% | -111.8% | +33.2% |
| 10Y | +343.2% | +330.4% | +12.8% | +226.7% |
| All | +2,874.4% | +4,938.9% | -2,064.5% | +1,570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling