+70.0%
AZN vs APD
+16.4%
+53.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +3.8% | -4.9% | -2.0% |
| 30D | +13.8% | +8.2% | +5.6% | +11.8% |
| 3M | +17.3% | +4.3% | +13.0% | +16.1% |
| 6M | -1.7% | +4.7% | -6.4% | -2.9% |
| YTD | +1.4% | +31.5% | -30.2% | -5.7% |
| 1Y | +5.2% | +23.5% | -18.4% | -0.8% |
| 3Y | +52.6% | +29.1% | +23.5% | +40.1% |
| All | +70.0% | +16.4% | +53.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling