+54.5%
AZN vs AMC
-99.5%
+154.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -11.8% | +42.2% | -54.1% | -12.5% |
| 6M | -17.6% | +118.8% | -136.4% | -19.0% |
| YTD | -12.0% | +64.1% | -76.2% | -13.2% |
| 1Y | -0.9% | -9.5% | +8.7% | -1.3% |
| 3Y | +23.7% | -64.3% | +88.0% | +23.7% |
| 5Y | +54.5% | -99.5% | +154.0% | +49.7% |
| All | +54.5% | -99.5% | +154.0% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling