+5,714.7%
AZN vs ALL
+3,785.0%
+1,929.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.1% | +5.0% | -6.1% | -2.2% |
| 30D | +13.8% | +13.3% | +0.5% | +10.6% |
| 3M | +17.3% | +3.2% | +14.1% | +16.3% |
| 6M | -1.7% | +25.3% | -27.1% | -7.1% |
| YTD | +1.4% | +30.5% | -29.1% | -5.3% |
| 1Y | +5.2% | +29.2% | -24.0% | -1.6% |
| 3Y | +52.6% | +119.1% | -66.5% | +24.8% |
| 5Y | +72.9% | +162.6% | -89.8% | +33.1% |
| 10Y | +333.0% | +378.8% | -45.7% | +181.4% |
| All | +5,714.7% | +3,785.0% | +1,929.7% | +2,369.7% |
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 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