+0.5%
AZN vs AR
+22.7%
-22.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | 0.0% | +2.5% | -2.5% | 0.0% |
| 30D | +0.7% | +14.8% | -14.1% | +0.7% |
| 3M | -10.5% | +6.2% | -16.7% | -10.7% |
| 6M | -19.3% | +4.3% | -23.6% | -19.7% |
| YTD | -10.6% | +14.4% | -25.0% | -11.9% |
| 1Y | +0.5% | +21.3% | -20.8% | -2.0% |
| All | +0.5% | +22.7% | -22.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling