+23.7%
AZN vs ALLE
+49.7%
-26.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | -0.9% | -7.6% | +6.8% | +0.4% |
| 3M | -11.8% | +22.8% | -34.6% | -15.4% |
| 6M | -17.6% | +4.6% | -22.2% | -18.6% |
| YTD | -12.0% | -1.2% | -10.8% | -12.6% |
| 1Y | -0.9% | -9.1% | +8.3% | +0.1% |
| 3Y | +23.7% | +50.0% | -26.3% | +11.1% |
| All | +23.7% | +49.7% | -26.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling