+673.7%
AZN vs ASX
+3,734.8%
-3,061.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -2.3% |
| 7D | -1.5% | +6.3% | -7.8% | -2.2% |
| 30D | -0.9% | +6.4% | -7.3% | -1.7% |
| 3M | -11.8% | +13.1% | -25.0% | -13.9% |
| 6M | -17.6% | +90.3% | -107.9% | -24.7% |
| YTD | -12.0% | +149.6% | -161.7% | -22.2% |
| 1Y | -0.9% | +249.2% | -250.0% | -15.9% |
| 3Y | +23.7% | +445.9% | -422.2% | -2.0% |
| 5Y | +54.5% | +477.7% | -423.2% | +19.7% |
| 10Y | +218.2% | +913.4% | -695.2% | +123.1% |
| All | +673.7% | +3,734.8% | -3,061.0% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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