+16.4%
AZN vs AMC
+38.0%
-21.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.3% | -4.5% | +2.7% |
| 7D | +11.5% | +17.7% | -6.2% | +11.4% |
| 30D | +20.8% | +26.2% | -5.4% | +20.5% |
| 3M | +21.5% | +31.3% | -9.9% | +21.2% |
| 6M | +3.0% | +142.8% | -139.7% | -0.5% |
| YTD | +3.9% | +125.6% | -121.8% | 0.0% |
| 1Y | +16.4% | +40.2% | -23.8% | +17.8% |
| All | +16.4% | +38.0% | -21.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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