+56.4%
AZN vs ARMK
+147.8%
-91.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | +0.6% | -5.9% | +6.5% | +1.6% |
| 3M | -10.8% | +6.7% | -17.5% | -12.0% |
| 6M | -18.1% | +42.5% | -60.7% | -23.7% |
| YTD | -12.3% | +55.1% | -67.4% | -19.4% |
| 1Y | -0.2% | +50.3% | -50.5% | -8.0% |
| 3Y | +23.4% | +122.2% | -98.8% | +4.7% |
| 5Y | +56.4% | +155.2% | -98.8% | +30.2% |
| All | +56.4% | +147.8% | -91.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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