+215.5%
AZN vs ALLE
+154.9%
+60.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.1% | -2.8% | -0.4% | -2.5% |
| 30D | +0.6% | -10.2% | +10.8% | +2.9% |
| 3M | -10.8% | +17.4% | -28.2% | -14.2% |
| 6M | -18.1% | +3.3% | -21.5% | -19.1% |
| YTD | -12.3% | -4.2% | -8.0% | -12.1% |
| 1Y | -0.2% | -10.5% | +10.3% | +1.4% |
| 3Y | +23.4% | +45.4% | -22.0% | +11.0% |
| 5Y | +56.4% | +11.9% | +44.4% | +47.0% |
| All | +215.5% | +154.9% | +60.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling