+55.8%
AZN vs PL
+544.4%
-488.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.5% | -12.9% | +1.5% |
| 7D | +1.5% | +10.9% | -9.4% | +1.4% |
| 30D | +19.0% | -16.4% | +35.3% | +19.1% |
| 3M | +17.3% | -39.9% | +57.3% | +17.7% |
| 6M | +3.6% | -63.2% | +66.8% | +4.3% |
| YTD | +4.1% | -27.1% | +31.2% | +3.9% |
| 1Y | +13.1% | +12.2% | +0.9% | +12.0% |
| 3Y | +55.8% | +584.3% | -528.5% | +45.2% |
| All | +55.8% | +544.4% | -488.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling