+216.5%
AZN vs CAG
-36.2%
+252.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.6% | -5.7% | +4.1% | -0.5% |
| 30D | +1.1% | -2.4% | +3.5% | +1.4% |
| 3M | -12.1% | +9.8% | -21.9% | -13.9% |
| 6M | -17.1% | -10.8% | -6.3% | -15.8% |
| YTD | -12.0% | -10.8% | -1.2% | -10.7% |
| 1Y | -0.2% | -19.0% | +18.7% | +2.9% |
| 3Y | +26.8% | -39.7% | +66.5% | +36.5% |
| 5Y | +56.9% | -43.0% | +99.9% | +70.2% |
| All | +216.5% | -36.2% | +252.7% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling