+26.4%
AZN vs ALL
+150.1%
-123.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -3.1% | -4.3% | +1.2% | -2.4% |
| 30D | +0.6% | -3.6% | +4.1% | +1.1% |
| 3M | -10.8% | +13.2% | -24.0% | -12.5% |
| 6M | -18.1% | +22.5% | -40.6% | -20.7% |
| YTD | -12.3% | +22.7% | -35.0% | -15.2% |
| 1Y | -0.2% | +28.3% | -28.5% | -4.4% |
| All | +26.4% | +150.1% | -123.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling