+2,837.6%
AZN vs ACGL
+4,960.6%
-2,123.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.1% | +2.2% | -3.2% | -1.5% |
| 30D | +13.8% | +12.3% | +1.5% | +11.4% |
| 3M | +17.3% | +11.8% | +5.5% | +14.9% |
| 6M | -1.7% | +17.5% | -19.2% | -4.7% |
| YTD | +1.4% | +14.3% | -12.9% | -1.3% |
| 1Y | +5.2% | +18.2% | -13.0% | +1.8% |
| 3Y | +52.6% | +33.2% | +19.5% | +43.4% |
| 5Y | +72.9% | +174.3% | -101.5% | +41.4% |
| 10Y | +333.0% | +326.3% | +6.7% | +219.6% |
| All | +2,837.6% | +4,960.6% | -2,123.0% | +1,548.5% |
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