+356.6%
AZN vs ALLE
+260.9%
+95.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +0.7% | -6.8% | +7.5% | +2.4% |
| 3M | -10.5% | +21.0% | -31.5% | -14.9% |
| 6M | -19.3% | +1.1% | -20.4% | -19.9% |
| YTD | -10.6% | -0.5% | -10.0% | -11.2% |
| 1Y | +0.5% | -7.3% | +7.8% | +1.4% |
| 3Y | +25.9% | +42.3% | -16.4% | +12.7% |
| 5Y | +52.4% | +13.5% | +38.9% | +42.2% |
| 10Y | +220.8% | +144.0% | +76.8% | +129.5% |
| All | +356.6% | +260.9% | +95.7% | +199.9% |
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