+26.8%
AZN vs APTV
-55.4%
+82.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.6% | -5.0% | +3.5% | -1.1% |
| 30D | +1.1% | -6.1% | +7.1% | +1.5% |
| 3M | -12.1% | -33.0% | +20.9% | -9.2% |
| 6M | -17.1% | -35.2% | +18.1% | -14.5% |
| YTD | -12.0% | -40.1% | +28.2% | -8.7% |
| 1Y | -0.2% | -45.6% | +45.4% | +4.6% |
| 3Y | +26.8% | -54.4% | +81.1% | +40.5% |
| All | +26.8% | -55.4% | +82.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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