+56.4%
AZN vs ACM
-0.5%
+56.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | -3.1% | -5.9% | +2.8% | -2.2% |
| 30D | +0.6% | -6.2% | +6.8% | +1.4% |
| 3M | -10.8% | -7.9% | -2.9% | -10.0% |
| 6M | -18.1% | -30.6% | +12.5% | -13.6% |
| YTD | -12.3% | -33.3% | +21.0% | -7.2% |
| 1Y | -0.2% | -49.2% | +49.0% | +11.0% |
| 3Y | +23.4% | -23.5% | +46.8% | +23.1% |
| 5Y | +56.4% | +0.9% | +55.4% | +48.1% |
| All | +56.4% | -0.5% | +56.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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