-2.4%
AZN vs PL
+99.3%
-101.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -2.0% |
| 7D | -2.9% | -13.9% | +11.0% | -3.1% |
| 30D | -3.1% | -25.5% | +22.4% | -3.4% |
| 3M | -14.4% | -44.8% | +30.3% | -14.8% |
| 6M | -19.5% | -33.3% | +13.8% | -18.9% |
| YTD | -13.8% | -12.7% | -1.1% | -12.8% |
| 1Y | -2.4% | +90.9% | -93.3% | -7.7% |
| All | -2.4% | +99.3% | -101.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling