+17.0%
AZN vs TLN
+602.5%
-585.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.7% |
| 7D | -1.5% | +10.9% | -12.4% | -1.6% |
| 30D | -0.9% | -6.3% | +5.5% | -0.8% |
| 3M | -11.8% | -10.7% | -1.2% | -11.8% |
| 6M | -17.6% | +1.6% | -19.2% | -17.9% |
| YTD | -12.0% | -13.1% | +1.0% | -12.2% |
| 1Y | -0.9% | -15.1% | +14.2% | -1.0% |
| 3Y | +23.7% | +495.0% | -471.3% | +5.1% |
| All | +17.0% | +602.5% | -585.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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