+45.4%
AZN vs AS
+123.4%
-78.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.6% |
| 30D | +13.8% | +3.9% | +10.0% | +13.4% |
| 3M | +17.3% | -9.6% | +26.9% | +18.2% |
| 6M | -1.7% | -8.7% | +6.9% | -1.2% |
| YTD | +1.4% | -19.8% | +21.2% | +2.7% |
| 1Y | +5.2% | -1.5% | +6.7% | +5.0% |
| All | +45.4% | +123.4% | -78.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling