+57.7%
AZN vs UL
+18.7%
+39.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -0.4% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | -12.1% | +7.2% | -19.4% | -14.4% |
| 6M | -17.1% | -3.1% | -14.1% | -16.6% |
| YTD | -12.0% | -2.7% | -9.3% | -11.4% |
| 1Y | -0.2% | -10.2% | +10.0% | +3.1% |
| 3Y | +26.8% | +20.3% | +6.5% | +18.5% |
| All | +57.7% | +18.7% | +39.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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