+219.8%
ARM vs AZN
+46.2%
+173.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.7% | +12.0% |
| 7D | +6.0% | -1.9% | +7.9% | +5.9% |
| 30D | -20.3% | +17.1% | -37.5% | -19.7% |
| 3M | -24.4% | +16.8% | -41.2% | -23.7% |
| 6M | -4.4% | +2.0% | -6.4% | -3.5% |
| YTD | +86.0% | +1.9% | +84.1% | +88.0% |
| 1Y | +35.8% | +5.2% | +30.6% | +36.8% |
| 3Y | +289.1% | +54.8% | +234.3% | +329.6% |
| All | +219.8% | +46.2% | +173.6% | +258.9% |
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