+215.5%
AZN vs CLF
+128.8%
+86.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | -3.1% | -3.7% | +0.6% | -2.9% |
| 30D | +0.6% | -4.7% | +5.2% | +0.8% |
| 3M | -10.8% | -4.7% | -6.1% | -10.8% |
| 6M | -18.1% | +24.0% | -42.1% | -19.9% |
| YTD | -12.3% | -10.9% | -1.3% | -12.5% |
| 1Y | -0.2% | +4.0% | -4.2% | -2.2% |
| 3Y | +23.4% | -16.9% | +40.3% | +20.2% |
| 5Y | +56.4% | -49.3% | +105.7% | +54.9% |
| All | +215.5% | +128.8% | +86.7% | +147.2% |
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