-0.2%
AZN vs ALL
+29.5%
-29.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -12.1% | +16.0% | -28.2% | -13.5% |
| 6M | -17.1% | +24.6% | -41.7% | -19.0% |
| YTD | -12.0% | +23.7% | -35.6% | -14.0% |
| 1Y | -0.2% | +27.7% | -28.0% | -2.7% |
| All | -0.2% | +29.5% | -29.7% | -2.7% |
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