+4,753.5%
AZN vs CLF
+448.4%
+4,305.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.4% |
| 7D | 0.0% | +7.6% | -7.6% | -0.6% |
| 30D | +0.7% | -1.2% | +1.9% | +0.7% |
| 3M | -10.5% | -13.4% | +2.9% | -9.9% |
| 6M | -19.3% | +15.4% | -34.7% | -20.9% |
| YTD | -10.6% | -5.9% | -4.7% | -11.3% |
| 1Y | +0.5% | +18.8% | -18.3% | -3.0% |
| 3Y | +25.9% | -19.4% | +45.3% | +22.3% |
| 5Y | +52.4% | -47.7% | +100.1% | +50.1% |
| 10Y | +220.8% | +130.4% | +90.5% | +154.7% |
| All | +4,753.5% | +448.4% | +4,305.1% | +2,874.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling