+56.4%
AZN vs ACI
-44.6%
+100.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -3.1% | -7.1% | +4.0% | -2.4% |
| 30D | +0.6% | -4.5% | +5.1% | +1.0% |
| 3M | -10.8% | -22.3% | +11.5% | -8.9% |
| 6M | -18.1% | -28.4% | +10.3% | -15.8% |
| YTD | -12.3% | -29.5% | +17.2% | -9.7% |
| 1Y | -0.2% | -34.2% | +34.0% | +3.4% |
| 3Y | +23.4% | -45.7% | +69.0% | +30.3% |
| 5Y | +56.4% | -40.8% | +97.2% | +64.6% |
| All | +56.4% | -44.6% | +100.9% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling