+367.6%
AZN vs AMC
-97.6%
+465.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -1.3% | +8.4% | -9.8% | -1.4% |
| 30D | +18.3% | +9.2% | +9.2% | +18.3% |
| 3M | +16.3% | +32.0% | -15.7% | +16.2% |
| 6M | -0.1% | +149.3% | -149.3% | -0.6% |
| YTD | +1.3% | +114.1% | -112.8% | +0.9% |
| 1Y | +6.2% | +35.8% | -29.5% | +5.9% |
| 3Y | +53.9% | -58.3% | +112.2% | +53.6% |
| 5Y | +72.8% | -99.2% | +172.0% | +73.1% |
| 10Y | +332.8% | -98.8% | +431.6% | +384.6% |
| All | +367.6% | -97.6% | +465.2% | +349.5% |
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