+199.6%
ARM vs AZN
+45.4%
+154.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -1.1% | +10.2% | +9.0% |
| 30D | -19.9% | +13.8% | -33.8% | -19.4% |
| 3M | -31.6% | +17.3% | -48.9% | -31.1% |
| 6M | -13.9% | -1.7% | -12.1% | -12.7% |
| YTD | +74.3% | +1.4% | +72.9% | +76.1% |
| 1Y | +35.8% | +5.2% | +30.6% | +36.6% |
| 3Y | +268.6% | +52.6% | +216.0% | +308.2% |
| All | +199.6% | +45.4% | +154.2% | +236.1% |
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