+130.9%
AZN vs ALC
+17.1%
+113.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.6% |
| 7D | -3.1% | -7.7% | +4.6% | -0.6% |
| 30D | +0.6% | -11.7% | +12.2% | +4.6% |
| 3M | -10.8% | +0.7% | -11.5% | -11.3% |
| 6M | -18.1% | -17.1% | -1.1% | -13.7% |
| YTD | -12.3% | -15.1% | +2.9% | -8.3% |
| 1Y | -0.2% | -14.1% | +13.9% | +3.7% |
| 3Y | +23.4% | -18.2% | +41.5% | +28.0% |
| 5Y | +56.4% | -19.2% | +75.5% | +60.0% |
| All | +130.9% | +17.1% | +113.8% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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