+322.9%
AZN vs ARMK
+357.2%
-34.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | -0.9% | +3.1% | -4.0% | -1.4% |
| 3M | -11.8% | +9.2% | -21.1% | -13.0% |
| 6M | -17.6% | +43.7% | -61.3% | -21.9% |
| YTD | -12.0% | +57.4% | -69.4% | -17.7% |
| 1Y | -0.9% | +51.9% | -52.7% | -6.8% |
| 3Y | +23.7% | +125.4% | -101.7% | +9.3% |
| 5Y | +54.5% | +149.1% | -94.5% | +33.5% |
| 10Y | +218.2% | +135.4% | +82.7% | +174.7% |
| All | +322.9% | +357.2% | -34.3% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling