+509.3%
AZN vs AMCR
+93.5%
+415.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -1.6% | -6.3% | +4.7% | -0.4% |
| 30D | +1.1% | -7.8% | +8.9% | +2.5% |
| 3M | -12.1% | +7.5% | -19.7% | -13.4% |
| 6M | -17.1% | +2.7% | -19.8% | -17.9% |
| YTD | -12.0% | +6.0% | -18.0% | -13.4% |
| 1Y | -0.2% | +7.8% | -8.0% | -2.1% |
| 3Y | +26.8% | +5.8% | +21.0% | +24.0% |
| 5Y | +56.9% | -11.6% | +68.5% | +57.3% |
| 10Y | +226.7% | +14.6% | +212.1% | +203.8% |
| All | +509.3% | +93.5% | +415.8% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling