+216.5%
AZN vs RL
+311.3%
-94.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -3.4% | +1.9% | -1.3% |
| 30D | +1.1% | -14.4% | +15.5% | +2.4% |
| 3M | -12.1% | -13.6% | +1.4% | -11.1% |
| 6M | -17.1% | +0.6% | -17.7% | -17.4% |
| YTD | -12.0% | -3.6% | -8.4% | -12.0% |
| 1Y | -0.2% | +8.3% | -8.6% | -1.2% |
| 3Y | +26.8% | +204.8% | -178.0% | +13.8% |
| 5Y | +56.9% | +232.9% | -176.1% | +37.8% |
| All | +216.5% | +311.3% | -94.8% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling