-0.6%
AZN vs ALC
-14.0%
+13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.4% |
| 7D | -3.1% | -7.7% | +4.6% | -1.1% |
| 30D | +0.6% | -11.7% | +12.2% | +3.8% |
| 3M | -10.8% | +0.7% | -11.5% | -11.4% |
| 6M | -18.1% | -17.1% | -1.1% | -14.2% |
| YTD | -12.3% | -15.1% | +2.9% | -8.9% |
| All | -0.6% | -14.0% | +13.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling