+26.8%
AZN vs ICE
+41.6%
-14.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | +1.1% | +4.0% | -3.0% | +0.3% |
| 3M | -12.1% | +13.7% | -25.8% | -14.3% |
| 6M | -17.1% | +0.9% | -18.1% | -17.6% |
| YTD | -12.0% | -2.1% | -9.8% | -12.3% |
| 1Y | -0.2% | -9.5% | +9.3% | +1.6% |
| 3Y | +26.8% | +42.1% | -15.3% | +14.5% |
| All | +26.8% | +41.6% | -14.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling