+53.7%
AZN vs ALL
+115.1%
-61.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -3.1% | -5.6% | +2.5% | -2.2% |
| 3M | -14.4% | +17.2% | -31.7% | -16.6% |
| 6M | -19.5% | +23.2% | -42.7% | -22.2% |
| YTD | -13.8% | +23.6% | -37.4% | -16.8% |
| 1Y | -2.4% | +29.2% | -31.5% | -6.6% |
| 3Y | +21.3% | +153.8% | -132.6% | +3.9% |
| All | +53.7% | +115.1% | -61.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling