+4,674.2%
AZN vs ROL
+4,262.6%
+411.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -0.9% | -6.9% | +6.1% | +0.8% |
| 3M | -11.8% | -24.6% | +12.8% | -6.0% |
| 6M | -17.6% | -39.5% | +21.9% | -7.5% |
| YTD | -12.0% | -41.1% | +29.1% | -0.8% |
| 1Y | -0.9% | -37.9% | +37.1% | +10.1% |
| 3Y | +23.7% | +0.8% | +22.9% | +21.5% |
| 5Y | +54.5% | -4.7% | +59.2% | +51.6% |
| 10Y | +218.2% | +207.9% | +10.3% | +129.9% |
| All | +4,674.2% | +4,262.6% | +411.5% | +1,814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling