+24.2%
AZN vs ALM
+2,150.5%
-2,126.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.9% |
| 7D | -2.9% | +3.6% | -6.5% | -2.9% |
| 30D | -3.1% | +33.8% | -36.9% | -3.1% |
| 3M | -14.4% | +14.8% | -29.2% | -14.4% |
| 6M | -19.5% | -7.0% | -12.5% | -19.4% |
| YTD | -13.8% | +108.1% | -121.8% | -14.3% |
| 1Y | -2.4% | +313.8% | -316.1% | -3.8% |
| All | +24.2% | +2,150.5% | -2,126.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling