+54.5%
AZN vs ALLE
+17.0%
+37.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.0% |
| 30D | -0.9% | -7.6% | +6.8% | +0.5% |
| 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% | -12.4% |
| 1Y | -0.9% | -9.1% | +8.3% | +0.2% |
| 3Y | +23.7% | +50.0% | -26.3% | +12.6% |
| 5Y | +54.5% | +15.2% | +39.3% | +39.5% |
| All | +54.5% | +17.0% | +37.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling