+311.3%
ARM vs AZN
+26.2%
+285.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +3.7% |
| 7D | +11.4% | -1.5% | +12.9% | +11.4% |
| 30D | -7.4% | -0.9% | -6.6% | -7.4% |
| 3M | -24.5% | -11.8% | -12.7% | -24.5% |
| 6M | +128.7% | -17.6% | +146.2% | +130.7% |
| YTD | +139.3% | -12.0% | +151.3% | +139.6% |
| 1Y | +88.0% | -0.9% | +88.8% | +84.9% |
| All | +311.3% | +26.2% | +285.1% | +357.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling