+338.2%
AZN vs CLF
+74.2%
+264.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.2% |
| 7D | -1.1% | +10.4% | -11.4% | -1.7% |
| 30D | +13.8% | +0.6% | +13.3% | +13.5% |
| 3M | +17.3% | +4.1% | +13.2% | +16.4% |
| 6M | -1.7% | +15.1% | -16.8% | -3.6% |
| YTD | +1.4% | -4.7% | +6.1% | +0.3% |
| 1Y | +5.2% | +20.4% | -15.2% | +2.3% |
| 3Y | +52.6% | -23.4% | +76.0% | +49.4% |
| 5Y | +72.9% | -43.3% | +116.1% | +69.7% |
| All | +338.2% | +74.2% | +264.0% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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