+70.0%
AZN vs AR
+99.4%
-29.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.1% | +7.4% | -8.4% | -1.5% |
| 30D | +13.8% | +5.8% | +8.1% | +13.4% |
| 3M | +17.3% | +5.2% | +12.1% | +16.8% |
| 6M | -1.7% | +5.4% | -7.2% | -2.3% |
| YTD | +1.4% | +12.4% | -11.1% | 0.0% |
| 1Y | +5.2% | +12.8% | -7.6% | +3.7% |
| 3Y | +52.6% | +47.2% | +5.5% | +45.2% |
| All | +70.0% | +99.4% | -29.4% | +61.0% |
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 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