+796.1%
AZN vs PLUG
-98.6%
+894.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.4% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +0.7% | +3.3% | -2.6% | +0.6% |
| 3M | -10.5% | -39.7% | +29.2% | -8.9% |
| 6M | -19.3% | -12.5% | -6.8% | -19.3% |
| YTD | -10.6% | +10.2% | -20.7% | -11.8% |
| 1Y | +0.5% | +50.7% | -50.2% | -2.8% |
| 3Y | +25.9% | -74.5% | +100.4% | +25.2% |
| 5Y | +52.4% | -91.8% | +144.2% | +55.0% |
| 10Y | +220.8% | +43.7% | +177.1% | +174.5% |
| All | +796.1% | -98.6% | +894.7% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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