+4,753.5%
AZN vs APD
+3,112.6%
+1,640.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | +0.7% | +2.1% | -1.4% | +0.1% |
| 3M | -10.5% | +7.2% | -17.7% | -12.5% |
| 6M | -19.3% | +11.2% | -30.5% | -22.0% |
| YTD | -10.6% | +24.4% | -35.0% | -16.3% |
| 1Y | +0.5% | +6.7% | -6.2% | -2.2% |
| 3Y | +25.9% | +9.2% | +16.6% | +19.4% |
| 5Y | +52.4% | +27.4% | +25.0% | +36.7% |
| 10Y | +220.8% | +164.8% | +56.0% | +127.6% |
| All | +4,753.5% | +3,112.6% | +1,640.9% | +1,962.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling