+57.7%
AZN vs RCL
+224.8%
-167.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +1.1% | -15.5% | +16.6% | +2.4% |
| 3M | -12.1% | -9.7% | -2.5% | -11.5% |
| 6M | -17.1% | -8.7% | -8.4% | -16.8% |
| YTD | -12.0% | -5.8% | -6.2% | -12.1% |
| 1Y | -0.2% | -24.5% | +24.2% | +1.2% |
| 3Y | +26.8% | +173.9% | -147.1% | +13.2% |
| All | +57.7% | +224.8% | -167.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling