+66.5%
AZN vs PL
+75.7%
-9.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -2.9% | -13.9% | +11.0% | -2.6% |
| 30D | -3.1% | -25.5% | +22.4% | -2.5% |
| 3M | -14.4% | -44.8% | +30.3% | -13.4% |
| 6M | -19.5% | -33.3% | +13.8% | -19.3% |
| YTD | -13.8% | -12.7% | -1.1% | -14.4% |
| 1Y | -2.4% | +90.9% | -93.3% | -5.8% |
| 3Y | +21.3% | +528.5% | -507.2% | +8.5% |
| 5Y | +53.6% | +72.7% | -19.1% | +47.3% |
| All | +66.5% | +75.7% | -9.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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