+53.6%
AZN vs CLF
-47.6%
+101.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -2.9% | -2.7% | -0.2% | -2.7% |
| 30D | -3.1% | -3.2% | +0.1% | -2.9% |
| 3M | -14.4% | -5.0% | -9.5% | -14.4% |
| 6M | -19.5% | +26.6% | -46.1% | -21.4% |
| YTD | -13.8% | -9.0% | -4.8% | -14.1% |
| 1Y | -2.4% | +11.8% | -14.2% | -5.0% |
| 3Y | +21.3% | -15.1% | +36.4% | +18.2% |
| 5Y | +53.6% | -48.2% | +101.8% | +50.9% |
| All | +53.6% | -47.6% | +101.3% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling