+1,407.7%
AZN vs RL
+1,517.3%
-109.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.1% | +2.6% | -3.6% | -1.4% |
| 30D | +13.8% | +2.9% | +10.9% | +13.3% |
| 3M | +17.3% | 0.0% | +17.3% | +17.1% |
| 6M | -1.7% | +17.1% | -18.8% | -4.3% |
| YTD | +1.4% | +10.1% | -8.8% | -0.6% |
| 1Y | +5.2% | +17.3% | -12.2% | +2.1% |
| 3Y | +52.6% | +249.3% | -196.7% | +24.7% |
| 5Y | +72.9% | +240.9% | -168.0% | +39.1% |
| 10Y | +333.0% | +337.3% | -4.2% | +216.3% |
| All | +1,407.7% | +1,517.3% | -109.6% | +727.5% |
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