-0.2%
AZN vs ACI
-32.3%
+32.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.2% |
| 7D | -1.6% | -3.7% | +2.2% | -1.4% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | -12.1% | -20.3% | +8.2% | -11.3% |
| 6M | -17.1% | -24.7% | +7.5% | -16.2% |
| YTD | -12.0% | -27.2% | +15.2% | -10.7% |
| 1Y | -0.2% | -32.7% | +32.5% | +2.4% |
| All | -0.2% | -32.3% | +32.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling