+216.5%
AZN vs ALL
+365.1%
-148.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -12.1% | +16.0% | -28.2% | -14.9% |
| 6M | -17.1% | +24.6% | -41.7% | -21.1% |
| YTD | -12.0% | +23.7% | -35.6% | -16.2% |
| 1Y | -0.2% | +27.7% | -28.0% | -5.8% |
| 3Y | +26.8% | +150.2% | -123.5% | +1.9% |
| 5Y | +56.9% | +117.1% | -60.2% | +28.3% |
| All | +216.5% | +365.1% | -148.5% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling