-4.4%
ARM vs AZN
+0.9%
-5.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.7% | +11.6% |
| 7D | +6.0% | -1.9% | +7.9% | +4.5% |
| 30D | -20.3% | +17.1% | -37.5% | -10.3% |
| 3M | -24.4% | +16.8% | -41.2% | -14.2% |
| 6M | -4.4% | +2.0% | -6.4% | +2.6% |
| All | -4.4% | +0.9% | -5.3% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling