+370.4%
AZN vs AMC
-97.5%
+467.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.9% | -2.8% | +1.0% | -1.9% |
| 30D | +17.1% | +14.0% | +3.1% | +17.1% |
| 3M | +16.8% | +42.5% | -25.7% | +16.7% |
| 6M | +2.0% | +142.6% | -140.6% | +1.5% |
| YTD | +1.9% | +119.2% | -117.3% | +1.5% |
| 1Y | +5.2% | +40.7% | -35.6% | +4.9% |
| 3Y | +54.8% | -57.3% | +112.1% | +54.6% |
| 5Y | +62.4% | -99.1% | +161.6% | +62.7% |
| 10Y | +335.4% | -98.7% | +434.2% | +387.4% |
| All | +370.4% | -97.5% | +467.9% | +352.1% |
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