+86.1%
ARM vs AZN
+0.4%
+85.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.8% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | -8.2% | +0.7% | -8.9% | -8.1% |
| 3M | -35.9% | -10.5% | -25.4% | -36.3% |
| 6M | +103.1% | -19.3% | +122.4% | +108.4% |
| YTD | +130.6% | -10.6% | +141.2% | +128.8% |
| 1Y | +86.1% | +0.5% | +85.6% | +75.2% |
| All | +86.1% | +0.4% | +85.7% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling