+4,674.2%
AZN vs ADM
+1,545.7%
+3,128.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -0.9% | +11.0% | -11.9% | -3.1% |
| 3M | -11.8% | +6.0% | -17.9% | -13.1% |
| 6M | -17.6% | +26.9% | -44.5% | -22.1% |
| YTD | -12.0% | +50.0% | -62.1% | -19.8% |
| 1Y | -0.9% | +39.6% | -40.5% | -8.4% |
| 3Y | +23.7% | +18.5% | +5.1% | +16.0% |
| 5Y | +54.5% | +62.6% | -8.0% | +33.5% |
| 10Y | +218.2% | +162.4% | +55.8% | +141.0% |
| All | +4,674.2% | +1,545.7% | +3,128.5% | +2,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling