+2,491.2%
AZN vs ACGL
+4,429.2%
-1,938.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.7% | -1.0% | +1.7% | +0.9% |
| 3M | -10.5% | +11.0% | -21.6% | -12.2% |
| 6M | -19.3% | -0.3% | -18.9% | -19.3% |
| YTD | -10.6% | +2.3% | -12.9% | -11.1% |
| 1Y | +0.5% | +6.4% | -5.9% | -0.9% |
| 3Y | +25.9% | +34.0% | -8.1% | +18.1% |
| 5Y | +52.4% | +161.6% | -109.2% | +25.6% |
| 10Y | +220.8% | +278.6% | -57.8% | +142.0% |
| All | +2,491.2% | +4,429.2% | -1,938.0% | +1,384.2% |
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 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