+215.5%
AZN vs APD
+168.7%
+46.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | +0.6% | -5.1% | +5.6% | +1.9% |
| 3M | -10.8% | +6.9% | -17.7% | -12.7% |
| 6M | -18.1% | +8.1% | -26.2% | -20.2% |
| YTD | -12.3% | +21.2% | -33.5% | -17.4% |
| 1Y | -0.2% | +4.9% | -5.1% | -2.4% |
| 3Y | +23.4% | +6.3% | +17.1% | +18.0% |
| 5Y | +56.4% | +24.3% | +32.1% | +39.8% |
| All | +215.5% | +168.7% | +46.8% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling