+4,674.2%
AZN vs APA
+516.6%
+4,157.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -1.8% |
| 7D | -1.5% | -1.7% | +0.2% | -1.3% |
| 30D | -0.9% | +15.7% | -16.6% | -2.3% |
| 3M | -11.8% | +16.5% | -28.3% | -13.3% |
| 6M | -17.6% | +35.1% | -52.7% | -20.5% |
| YTD | -12.0% | +82.2% | -94.3% | -17.8% |
| 1Y | -0.9% | +102.5% | -103.3% | -8.6% |
| 3Y | +23.7% | +10.3% | +13.4% | +19.0% |
| 5Y | +54.5% | +166.1% | -111.6% | +32.2% |
| 10Y | +218.2% | -4.9% | +223.1% | +171.4% |
| All | +4,674.2% | +516.6% | +4,157.6% | +3,591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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