+476.9%
AZN vs APO
+1,716.2%
-1,239.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | -14.4% | -0.9% | -13.6% | -14.6% |
| 6M | -19.5% | +22.1% | -41.6% | -22.0% |
| YTD | -13.8% | -8.4% | -5.4% | -13.4% |
| 1Y | -2.4% | -0.9% | -1.4% | -3.3% |
| 3Y | +21.3% | +56.1% | -34.9% | +9.4% |
| 5Y | +53.6% | +136.0% | -82.4% | +26.7% |
| 10Y | +220.1% | +949.3% | -729.2% | +95.6% |
| All | +476.9% | +1,716.2% | -1,239.3% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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