+216.5%
AZN vs AGI
+392.3%
-175.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -2.7% | +1.2% | -1.4% |
| 30D | +1.1% | +7.2% | -6.2% | +0.5% |
| 3M | -12.1% | +4.3% | -16.4% | -12.6% |
| 6M | -17.1% | -27.1% | +9.9% | -15.6% |
| YTD | -12.0% | -6.6% | -5.4% | -12.2% |
| 1Y | -0.2% | +9.5% | -9.7% | -1.9% |
| 3Y | +26.8% | +208.4% | -181.7% | +14.8% |
| 5Y | +56.9% | +401.6% | -344.7% | +36.8% |
| All | +216.5% | +392.3% | -175.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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