-0.2%
AZN vs ALM
+247.3%
-247.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.2% |
| 7D | -1.6% | -11.8% | +10.3% | -1.7% |
| 30D | +1.1% | +7.8% | -6.7% | +1.2% |
| 3M | -12.1% | -9.3% | -2.9% | -11.6% |
| 6M | -17.1% | -30.5% | +13.3% | -16.8% |
| YTD | -12.0% | +75.8% | -87.8% | -10.8% |
| 1Y | -0.2% | +241.2% | -241.4% | +12.5% |
| All | -0.2% | +247.3% | -247.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling