+53.7%
AZN vs AR
+141.0%
-87.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | -3.1% | +5.5% | -8.6% | -3.4% |
| 3M | -14.4% | +12.9% | -27.3% | -15.1% |
| 6M | -19.5% | +0.1% | -19.6% | -19.7% |
| YTD | -13.8% | +13.5% | -27.3% | -14.8% |
| 1Y | -2.4% | +21.6% | -23.9% | -4.2% |
| 3Y | +21.3% | +46.0% | -24.7% | +15.8% |
| All | +53.7% | +141.0% | -87.3% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling