+70.0%
AZN vs ALL
+161.6%
-91.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.1% | +5.0% | -6.1% | -1.9% |
| 30D | +13.8% | +13.3% | +0.5% | +11.6% |
| 3M | +17.3% | +3.2% | +14.1% | +16.6% |
| 6M | -1.7% | +25.3% | -27.1% | -5.4% |
| YTD | +1.4% | +30.5% | -29.1% | -3.2% |
| 1Y | +5.2% | +29.2% | -24.0% | +0.5% |
| 3Y | +52.6% | +119.1% | -66.5% | +33.1% |
| All | +70.0% | +161.6% | -91.6% | +43.2% |
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