+4,581.7%
AZN vs UL
+1,597.8%
+2,983.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.3% |
| 7D | -2.9% | -3.2% | +0.3% | -1.6% |
| 30D | -3.1% | -0.6% | -2.5% | -2.9% |
| 3M | -14.4% | +9.4% | -23.9% | -17.7% |
| 6M | -19.5% | -4.1% | -15.4% | -18.5% |
| YTD | -13.8% | -2.0% | -11.8% | -13.5% |
| 1Y | -2.4% | -9.0% | +6.6% | +0.4% |
| 3Y | +21.3% | +21.8% | -0.5% | +10.6% |
| 5Y | +53.6% | +20.6% | +33.1% | +38.2% |
| 10Y | +220.1% | +67.7% | +152.4% | +145.9% |
| All | +4,581.7% | +1,597.8% | +2,983.9% | +1,420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling