+49.3%
AZN vs AS
+142.2%
-92.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.6% | +1.3% |
| 7D | +1.5% | +5.8% | -4.3% | +1.0% |
| 30D | +19.0% | +15.4% | +3.6% | +17.4% |
| 3M | +17.3% | -11.9% | +29.2% | +18.4% |
| 6M | +3.6% | -9.9% | +13.5% | +4.2% |
| YTD | +4.1% | -13.1% | +17.2% | +4.7% |
| 1Y | +13.1% | +9.9% | +3.2% | +11.9% |
| All | +49.3% | +142.2% | -92.9% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling