-19.5%
AZN vs CAG
-17.4%
-2.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | -2.9% | -6.6% | +3.7% | -2.1% |
| 30D | -3.1% | +2.3% | -5.4% | -3.5% |
| 3M | -14.4% | +16.3% | -30.7% | -16.6% |
| 6M | -19.5% | -16.0% | -3.5% | -14.7% |
| All | -19.5% | -17.4% | -2.1% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling