+216.5%
AZN vs ALB
+78.3%
+138.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.6% |
| 7D | -1.6% | -6.6% | +5.1% | -1.1% |
| 30D | +1.1% | -8.1% | +9.2% | +1.6% |
| 3M | -12.1% | -25.7% | +13.5% | -10.3% |
| 6M | -17.1% | -29.5% | +12.3% | -15.4% |
| YTD | -12.0% | -16.2% | +4.2% | -11.7% |
| 1Y | -0.2% | +59.2% | -59.5% | -5.6% |
| 3Y | +26.8% | -33.7% | +60.5% | +25.8% |
| 5Y | +56.9% | -48.1% | +105.0% | +55.2% |
| All | +216.5% | +78.3% | +138.2% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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