+478.5%
AZN vs BAH
+876.9%
-398.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -1.5% | -4.3% | +2.8% | -0.7% |
| 30D | -0.9% | -4.5% | +3.6% | -0.1% |
| 3M | -11.8% | -7.6% | -4.2% | -11.0% |
| 6M | -17.6% | -10.6% | -7.0% | -16.6% |
| YTD | -12.0% | -12.6% | +0.5% | -11.3% |
| 1Y | -0.9% | -27.0% | +26.1% | +3.2% |
| 3Y | +23.7% | -31.5% | +55.2% | +26.7% |
| 5Y | +54.5% | -3.8% | +58.4% | +45.6% |
| 10Y | +218.2% | +183.9% | +34.2% | +137.7% |
| All | +478.5% | +876.9% | -398.4% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling