+193.0%
ARM vs AZN
+49.3%
+143.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.8% |
| 7D | -5.3% | +1.5% | -6.8% | -5.2% |
| 30D | -30.0% | +19.0% | -49.0% | -29.4% |
| 3M | -34.1% | +17.3% | -51.4% | -33.4% |
| 6M | -12.6% | +3.6% | -16.2% | -11.6% |
| YTD | +70.4% | +4.1% | +66.4% | +72.4% |
| 1Y | +22.3% | +13.1% | +9.1% | +22.5% |
| 3Y | +261.2% | +55.8% | +205.4% | +301.6% |
| All | +193.0% | +49.3% | +143.7% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling