+312.6%
AZN vs AMC
-98.1%
+410.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.3% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | +0.7% | -0.7% | +1.5% | +0.7% |
| 3M | -10.5% | +35.2% | -45.7% | -10.7% |
| 6M | -19.3% | +124.6% | -143.8% | -19.6% |
| YTD | -10.6% | +69.9% | -80.5% | -10.9% |
| 1Y | +0.5% | -2.6% | +3.1% | +0.4% |
| 3Y | +25.9% | -79.8% | +105.6% | +25.9% |
| 5Y | +52.4% | -99.4% | +151.8% | +52.8% |
| 10Y | +220.8% | -98.9% | +319.7% | +249.7% |
| All | +312.6% | -98.1% | +410.7% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling