+5,029.0%
AZN vs ALL
+3,667.9%
+1,361.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +0.7% | -1.5% | +2.2% | +1.0% |
| 3M | -10.5% | +23.6% | -34.1% | -15.0% |
| 6M | -19.3% | +22.3% | -41.6% | -23.2% |
| YTD | -10.6% | +26.5% | -37.1% | -15.8% |
| 1Y | +0.5% | +27.0% | -26.5% | -5.5% |
| 3Y | +25.9% | +149.6% | -123.7% | -0.2% |
| 5Y | +52.4% | +118.1% | -65.7% | +22.7% |
| 10Y | +220.8% | +369.0% | -148.1% | +109.7% |
| All | +5,029.0% | +3,667.9% | +1,361.2% | +2,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling