+782.0%
AZN vs AGI
+5,269.5%
-4,487.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.9% |
| 7D | -3.1% | -5.3% | +2.1% | -2.9% |
| 30D | +0.6% | +6.8% | -6.2% | +0.2% |
| 3M | -10.8% | +8.3% | -19.1% | -11.2% |
| 6M | -18.1% | -29.2% | +11.1% | -17.1% |
| YTD | -12.3% | -7.3% | -5.0% | -12.3% |
| 1Y | -0.2% | +8.0% | -8.2% | -1.1% |
| 3Y | +23.4% | +206.6% | -183.2% | +16.7% |
| 5Y | +56.4% | +398.1% | -341.8% | +44.6% |
| 10Y | +225.7% | +384.0% | -158.3% | +195.6% |
| All | +782.0% | +5,269.5% | -4,487.6% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling