+202.1%
AZN vs REPL
+36.8%
+165.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +13.8% | +92.2% | -78.3% | +11.7% |
| 3M | +17.3% | +44.1% | -26.8% | +15.9% |
| 6M | -1.7% | +313.0% | -314.8% | -8.0% |
| YTD | +1.4% | +125.2% | -123.8% | -5.4% |
| 1Y | +5.2% | +143.8% | -138.6% | -2.2% |
| 3Y | +52.6% | +104.2% | -51.6% | +28.0% |
| 5Y | +72.9% | -34.5% | +107.4% | +52.4% |
| All | +202.1% | +36.8% | +165.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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