+215.5%
AZN vs AR
+44.6%
+170.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.1% | -1.3% | -1.8% | -3.1% |
| 30D | +0.6% | +3.5% | -3.0% | +0.4% |
| 3M | -10.8% | +9.9% | -20.7% | -11.1% |
| 6M | -18.1% | +4.5% | -22.7% | -18.4% |
| YTD | -12.3% | +13.7% | -25.9% | -12.8% |
| 1Y | -0.2% | +19.2% | -19.4% | -1.1% |
| 3Y | +23.4% | +46.2% | -22.8% | +20.7% |
| 5Y | +56.4% | +145.9% | -89.5% | +50.6% |
| All | +215.5% | +44.6% | +170.9% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling