+72.6%
AZN vs PL
+84.9%
-12.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | 0.0% | -9.3% | +9.3% | +0.2% |
| 30D | +0.7% | -18.9% | +19.7% | +1.2% |
| 3M | -10.5% | -58.4% | +47.9% | -8.9% |
| 6M | -19.3% | -30.3% | +11.0% | -19.1% |
| YTD | -10.6% | -8.1% | -2.5% | -11.3% |
| 1Y | +0.5% | +180.5% | -180.0% | -4.6% |
| 3Y | +25.9% | +444.1% | -418.3% | +13.4% |
| 5Y | +52.4% | +83.0% | -30.6% | +46.4% |
| All | +72.6% | +84.9% | -12.3% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling