+904.9%
AZN vs ACWI
+340.5%
+564.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -2.6% |
| 30D | +13.8% | -1.7% | +15.5% | +14.9% |
| 3M | +17.3% | -3.9% | +21.2% | +20.1% |
| 6M | -1.7% | +0.8% | -2.5% | -2.9% |
| YTD | +1.4% | +11.0% | -9.7% | -6.1% |
| 1Y | +5.2% | +13.1% | -7.9% | -3.7% |
| 3Y | +52.6% | +73.9% | -21.2% | +4.3% |
| 5Y | +72.9% | +59.0% | +13.8% | +23.9% |
| 10Y | +333.0% | +224.4% | +108.7% | +86.4% |
| All | +904.9% | +340.5% | +564.4% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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