+4,581.7%
AZN vs AME
+13,851.6%
-9,269.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | -3.1% | -6.6% | +3.5% | -1.6% |
| 3M | -14.4% | +3.0% | -17.4% | -15.3% |
| 6M | -19.5% | +5.3% | -24.8% | -20.8% |
| YTD | -13.8% | +15.4% | -29.2% | -17.0% |
| 1Y | -2.4% | +26.8% | -29.2% | -8.2% |
| 3Y | +21.3% | +56.5% | -35.2% | +7.4% |
| 5Y | +53.6% | +85.2% | -31.6% | +29.8% |
| 10Y | +220.1% | +428.5% | -208.4% | +108.4% |
| All | +4,581.7% | +13,851.6% | -9,269.9% | +1,854.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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