+376.9%
AZN vs ALM
+8,394.4%
-8,017.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.5% | -1.7% |
| 7D | -1.5% | +8.4% | -9.9% | -1.5% |
| 30D | -0.9% | +34.8% | -35.7% | -0.9% |
| 3M | -11.8% | +16.2% | -28.1% | -11.9% |
| 6M | -17.6% | +2.1% | -19.7% | -17.6% |
| YTD | -12.0% | +117.0% | -129.1% | -12.3% |
| 1Y | -0.9% | +313.9% | -314.7% | -1.3% |
| 3Y | +23.7% | +2,327.9% | -2,304.3% | +22.4% |
| 5Y | +54.5% | +1,040.6% | -986.1% | +53.1% |
| 10Y | +218.2% | +3,219.4% | -3,001.3% | +213.8% |
| All | +376.9% | +8,394.4% | -8,017.4% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling