+216.5%
AZN vs CG
+314.7%
-98.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.6% | -9.9% | +8.3% | -0.1% |
| 30D | +1.1% | -11.7% | +12.7% | +2.7% |
| 3M | -12.1% | -4.3% | -7.8% | -12.0% |
| 6M | -17.1% | -8.8% | -8.4% | -16.5% |
| YTD | -12.0% | -26.9% | +14.9% | -8.7% |
| 1Y | -0.2% | -35.4% | +35.2% | +5.2% |
| 3Y | +26.8% | +43.0% | -16.3% | +13.8% |
| 5Y | +56.9% | +1.9% | +55.0% | +44.7% |
| All | +216.5% | +314.7% | -98.2% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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