+47.0%
AZN vs AS
+134.9%
-87.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.1% | +6.9% | -7.0% | -0.7% |
| 30D | +16.4% | +16.0% | +0.4% | +14.9% |
| 3M | +15.7% | -12.8% | +28.6% | +17.0% |
| 6M | +0.8% | -15.4% | +16.2% | +2.0% |
| YTD | +2.5% | -15.7% | +18.2% | +3.3% |
| 1Y | +12.4% | +6.1% | +6.4% | +11.6% |
| All | +47.0% | +134.9% | -87.8% | +37.1% |
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