+497.2%
AZN vs AG
+439.9%
+57.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -1.5% | +4.5% | -6.0% | -1.8% |
| 30D | -0.9% | +12.9% | -13.7% | -1.7% |
| 3M | -11.8% | +20.9% | -32.8% | -13.2% |
| 6M | -17.6% | -19.5% | +1.9% | -17.0% |
| YTD | -12.0% | +24.8% | -36.8% | -14.4% |
| 1Y | -0.9% | +120.2% | -121.1% | -7.6% |
| 3Y | +23.7% | +279.0% | -255.3% | +8.8% |
| 5Y | +54.5% | +67.9% | -13.4% | +40.7% |
| 10Y | +218.2% | +57.5% | +160.7% | +174.8% |
| All | +497.2% | +439.9% | +57.3% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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