+0.5%
AZN vs ALL
+28.3%
-27.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +0.7% | -1.5% | +2.2% | +0.9% |
| 3M | -10.5% | +23.6% | -34.1% | -12.5% |
| 6M | -19.3% | +22.3% | -41.6% | -21.0% |
| YTD | -10.6% | +26.5% | -37.1% | -12.9% |
| 1Y | +0.5% | +27.0% | -26.5% | -2.9% |
| All | +0.5% | +28.3% | -27.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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