+4,662.2%
AZN vs AFL
+8,052.6%
-3,390.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -3.1% | -3.3% | +0.2% | -2.5% |
| 30D | +0.6% | -5.0% | +5.5% | +1.5% |
| 3M | -10.8% | -1.8% | -9.0% | -10.5% |
| 6M | -18.1% | +4.8% | -23.0% | -19.0% |
| YTD | -12.3% | +5.4% | -17.7% | -13.3% |
| 1Y | -0.2% | +9.0% | -9.2% | -2.1% |
| 3Y | +23.4% | +63.0% | -39.7% | +11.0% |
| 5Y | +56.4% | +134.5% | -78.1% | +30.1% |
| 10Y | +225.7% | +298.6% | -72.9% | +135.9% |
| All | +4,662.2% | +8,052.6% | -3,390.4% | +1,977.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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