+4,142.2%
AZN vs ALB
+2,835.3%
+1,306.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.6% |
| 7D | 0.0% | -8.1% | +8.1% | +1.2% |
| 30D | +0.7% | +6.3% | -5.5% | -0.4% |
| 3M | -10.5% | -23.6% | +13.1% | -7.4% |
| 6M | -19.3% | -24.6% | +5.3% | -16.9% |
| YTD | -10.6% | -10.3% | -0.3% | -10.9% |
| 1Y | +0.5% | +61.5% | -60.9% | -9.5% |
| 3Y | +25.9% | -34.0% | +59.8% | +24.5% |
| 5Y | +52.4% | -44.6% | +97.0% | +48.4% |
| 10Y | +220.8% | +76.1% | +144.7% | +130.8% |
| All | +4,142.2% | +2,835.3% | +1,306.9% | +1,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling