+56.4%
AZN vs ROL
-4.5%
+60.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | +0.6% | -6.6% | +7.2% | +2.0% |
| 3M | -10.8% | -27.3% | +16.5% | -4.7% |
| 6M | -18.1% | -38.1% | +20.0% | -9.5% |
| YTD | -12.3% | -41.8% | +29.5% | -1.9% |
| 1Y | -0.2% | -37.8% | +37.6% | +9.8% |
| 3Y | +23.4% | -0.3% | +23.7% | +22.7% |
| 5Y | +56.4% | -5.1% | +61.4% | +57.4% |
| All | +56.4% | -4.5% | +60.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling