+56.4%
AZN vs RL
+223.8%
-167.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.1% | -2.2% | -0.9% | -2.9% |
| 30D | +0.6% | -15.3% | +15.9% | +2.2% |
| 3M | -10.8% | -10.3% | -0.5% | -9.9% |
| 6M | -18.1% | -2.2% | -15.9% | -18.2% |
| YTD | -12.3% | -4.3% | -8.0% | -12.2% |
| 1Y | -0.2% | +8.9% | -9.1% | -1.3% |
| 3Y | +23.4% | +201.4% | -178.1% | +9.1% |
| 5Y | +56.4% | +230.6% | -174.2% | +37.4% |
| All | +56.4% | +223.8% | -167.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling