+3.1%
AZN vs ADVB
-89.4%
+92.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.9% |
| 7D | -2.9% | -13.0% | +10.1% | -2.9% |
| 30D | -3.1% | +7.5% | -10.5% | -3.1% |
| 3M | -14.4% | +129.1% | -143.6% | -15.5% |
| 6M | -19.5% | +71.7% | -91.2% | -20.6% |
| YTD | -13.8% | +45.5% | -59.3% | -14.7% |
| 1Y | -2.4% | -2.7% | +0.4% | -2.7% |
| All | +3.1% | -89.4% | +92.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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