+216.5%
AZN vs ADM
+177.9%
+38.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | +2.5% | -4.0% | -2.0% |
| 30D | +1.1% | +9.5% | -8.4% | -0.6% |
| 3M | -12.1% | +10.6% | -22.7% | -13.9% |
| 6M | -17.1% | +24.0% | -41.2% | -20.8% |
| YTD | -12.0% | +54.0% | -65.9% | -19.5% |
| 1Y | -0.2% | +45.3% | -45.5% | -7.9% |
| 3Y | +26.8% | +21.8% | +5.0% | +19.4% |
| 5Y | +56.9% | +66.8% | -9.9% | +35.4% |
| All | +216.5% | +177.9% | +38.7% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling