-2.4%
AZN vs CF
+65.9%
-68.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -1.7% |
| 7D | -2.9% | -0.8% | -2.1% | -3.0% |
| 30D | -3.1% | +14.3% | -17.3% | -1.8% |
| 3M | -14.4% | +27.9% | -42.3% | -11.8% |
| 6M | -19.5% | +25.5% | -45.0% | -16.3% |
| YTD | -13.8% | +81.2% | -94.9% | -2.9% |
| 1Y | -2.4% | +66.5% | -68.9% | +9.2% |
| All | -2.4% | +65.9% | -68.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling