+57.7%
AZN vs ALB
-48.5%
+106.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.5% |
| 7D | -1.6% | -6.6% | +5.1% | -1.2% |
| 30D | +1.1% | -8.1% | +9.2% | +1.5% |
| 3M | -12.1% | -25.7% | +13.5% | -10.7% |
| 6M | -17.1% | -29.5% | +12.3% | -15.8% |
| YTD | -12.0% | -16.2% | +4.2% | -11.8% |
| 1Y | -0.2% | +59.2% | -59.5% | -4.5% |
| 3Y | +26.8% | -33.7% | +60.5% | +24.9% |
| All | +57.7% | -48.5% | +106.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling