+24.2%
AZN vs APD
+6.4%
+17.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.9% | -4.6% | +1.7% | -2.1% |
| 30D | -3.1% | -4.2% | +1.1% | -2.4% |
| 3M | -14.4% | +5.0% | -19.4% | -15.3% |
| 6M | -19.5% | +8.9% | -28.4% | -21.0% |
| YTD | -13.8% | +21.9% | -35.7% | -17.4% |
| 1Y | -2.4% | +5.6% | -7.9% | -4.0% |
| All | +24.2% | +6.4% | +17.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling