+26.8%
AZN vs ROL
-0.9%
+27.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | +1.1% | -4.9% | +6.0% | +2.2% |
| 3M | -12.1% | -25.8% | +13.7% | -6.2% |
| 6M | -17.1% | -37.6% | +20.4% | -8.0% |
| YTD | -12.0% | -41.5% | +29.5% | -1.1% |
| 1Y | -0.2% | -39.5% | +39.3% | +11.1% |
| 3Y | +26.8% | +0.1% | +26.6% | +28.8% |
| All | +26.8% | -0.9% | +27.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling