+52.6%
AZN vs BAH
-26.8%
+79.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | +13.8% | +20.8% | -6.9% | +12.5% |
| 3M | +17.3% | +11.6% | +5.7% | +16.4% |
| 6M | -1.7% | +23.1% | -24.8% | -3.2% |
| YTD | +1.4% | +5.3% | -3.9% | +0.2% |
| 1Y | +5.2% | +6.1% | -1.0% | +3.8% |
| 3Y | +52.6% | -27.5% | +80.1% | +51.2% |
| All | +52.6% | -26.8% | +79.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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