+623.3%
AZN vs ACM
+252.1%
+371.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.1% | +5.6% | -6.7% | -2.2% |
| 30D | +13.8% | +20.8% | -7.0% | +9.3% |
| 3M | +17.3% | +11.4% | +5.9% | +14.3% |
| 6M | -1.7% | +0.9% | -2.7% | -2.7% |
| YTD | +1.4% | -24.8% | +26.2% | +6.2% |
| 1Y | +5.2% | -46.4% | +51.6% | +18.6% |
| 3Y | +52.6% | -9.2% | +61.9% | +50.9% |
| 5Y | +72.9% | +5.0% | +67.9% | +63.8% |
| 10Y | +333.0% | +130.6% | +202.4% | +222.5% |
| All | +623.3% | +252.1% | +371.2% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling