+24.2%
AZN vs RCL
+171.9%
-147.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.8% |
| 30D | -3.1% | -15.7% | +12.6% | -2.0% |
| 3M | -14.4% | -8.0% | -6.5% | -14.1% |
| 6M | -19.5% | -10.1% | -9.4% | -19.2% |
| YTD | -13.8% | -5.9% | -7.9% | -13.9% |
| 1Y | -2.4% | -23.5% | +21.1% | -1.7% |
| All | +24.2% | +171.9% | -147.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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