+57.7%
AZN vs AMCR
-12.3%
+70.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -1.6% | -6.3% | +4.7% | +0.2% |
| 30D | +1.1% | -7.8% | +8.9% | +3.3% |
| 3M | -12.1% | +7.5% | -19.7% | -14.2% |
| 6M | -17.1% | +2.7% | -19.8% | -18.3% |
| YTD | -12.0% | +6.0% | -18.0% | -14.3% |
| 1Y | -0.2% | +7.8% | -8.0% | -3.4% |
| 3Y | +26.8% | +5.8% | +21.0% | +21.2% |
| All | +57.7% | -12.3% | +70.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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