+56.4%
AZN vs ADM
+67.3%
-10.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.1% | +3.0% | -6.1% | -3.5% |
| 30D | +0.6% | +8.7% | -8.1% | -0.5% |
| 3M | -10.8% | +7.6% | -18.4% | -11.7% |
| 6M | -18.1% | +26.9% | -45.0% | -21.1% |
| YTD | -12.3% | +54.3% | -66.6% | -17.9% |
| 1Y | -0.2% | +45.7% | -45.9% | -6.0% |
| 3Y | +23.4% | +21.9% | +1.4% | +17.9% |
| 5Y | +56.4% | +67.2% | -10.8% | +54.7% |
| All | +56.4% | +67.3% | -10.9% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling