+1,229.9%
AZN vs RL
+1,366.2%
-136.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +0.7% | -7.8% | +8.5% | +1.8% |
| 3M | -10.5% | -4.0% | -6.5% | -10.2% |
| 6M | -19.3% | -1.9% | -17.4% | -19.4% |
| YTD | -10.6% | -0.2% | -10.4% | -11.0% |
| 1Y | +0.5% | +10.7% | -10.2% | -1.6% |
| 3Y | +25.9% | +210.8% | -184.9% | +4.6% |
| 5Y | +52.4% | +238.2% | -185.8% | +22.5% |
| 10Y | +220.8% | +313.4% | -92.5% | +136.0% |
| All | +1,229.9% | +1,366.2% | -136.3% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling