+315.5%
ARM vs AZN
+23.7%
+291.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +3.0% | +1.0% |
| 7D | +12.5% | -2.9% | +15.4% | +12.5% |
| 30D | -1.4% | -3.1% | +1.7% | -1.4% |
| 3M | -18.7% | -14.4% | -4.2% | -18.5% |
| 6M | +124.6% | -19.5% | +144.1% | +126.7% |
| YTD | +141.7% | -13.8% | +155.5% | +142.1% |
| 1Y | +87.7% | -2.4% | +90.0% | +84.5% |
| All | +315.5% | +23.7% | +291.8% | +362.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling