+446.4%
AZN vs AR
-28.5%
+474.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.1% | +7.4% | -8.4% | -1.3% |
| 30D | +13.8% | +5.8% | +8.1% | +13.5% |
| 3M | +17.3% | +5.2% | +12.1% | +17.0% |
| 6M | -1.7% | +5.4% | -7.2% | -2.1% |
| YTD | +1.4% | +12.4% | -11.1% | +0.5% |
| 1Y | +5.2% | +12.8% | -7.6% | +4.3% |
| 3Y | +52.6% | +47.2% | +5.5% | +48.6% |
| 5Y | +72.9% | +101.1% | -28.3% | +65.3% |
| 10Y | +333.0% | +57.6% | +275.4% | +324.8% |
| All | +446.4% | -28.5% | +474.8% | +482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling