+417.4%
AZN vs ALLE
+338.1%
+79.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | +1.6% | -2.9% | -1.7% |
| 30D | +18.3% | +24.1% | -5.8% | +12.3% |
| 3M | +16.3% | +14.8% | +1.5% | +12.4% |
| 6M | -0.1% | +45.9% | -46.0% | -9.3% |
| YTD | +1.3% | +20.7% | -19.4% | -4.1% |
| 1Y | +6.2% | +14.2% | -7.9% | +1.9% |
| 3Y | +53.9% | +90.7% | -36.8% | +28.2% |
| 5Y | +72.8% | +50.6% | +22.2% | +50.2% |
| 10Y | +332.8% | +208.9% | +124.0% | +191.3% |
| All | +417.4% | +338.1% | +79.3% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling