+1,021.6%
AZN vs AU
+755.5%
+266.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.2% |
| 30D | +1.1% | +7.3% | -6.3% | +0.4% |
| 3M | -12.1% | +26.3% | -38.5% | -13.9% |
| 6M | -17.1% | +1.8% | -18.9% | -17.7% |
| YTD | -12.0% | +26.8% | -38.8% | -14.4% |
| 1Y | -0.2% | +66.7% | -66.9% | -5.3% |
| 3Y | +26.8% | +579.1% | -552.3% | +6.3% |
| 5Y | +56.9% | +689.3% | -632.4% | +28.5% |
| 10Y | +226.7% | +686.6% | -459.9% | +157.0% |
| All | +1,021.6% | +755.5% | +266.1% | +766.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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