+4,753.5%
AZN vs RCL
+4,680.3%
+73.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | 0.0% | -5.1% | +5.1% | +0.6% |
| 30D | +0.7% | -19.0% | +19.7% | +3.3% |
| 3M | -10.5% | -9.6% | -0.9% | -9.6% |
| 6M | -19.3% | -6.7% | -12.6% | -19.0% |
| YTD | -10.6% | -3.9% | -6.7% | -11.0% |
| 1Y | +0.5% | -25.1% | +25.6% | +2.8% |
| 3Y | +25.9% | +179.1% | -153.2% | +7.6% |
| 5Y | +52.4% | +243.3% | -190.9% | +22.5% |
| 10Y | +220.8% | +325.8% | -104.9% | +123.2% |
| All | +4,753.5% | +4,680.3% | +73.2% | +1,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling