+4,571.8%
AZN vs ARWR
-98.4%
+4,670.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.1% | -17.8% | +16.8% | -1.0% |
| 30D | +13.8% | -18.1% | +32.0% | +13.9% |
| 3M | +17.3% | -44.2% | +61.5% | +17.6% |
| 6M | -1.7% | -38.6% | +36.9% | -1.5% |
| YTD | +1.4% | -28.0% | +29.4% | +1.5% |
| 1Y | +5.2% | +16.1% | -11.0% | +5.0% |
| 3Y | +52.6% | +84.0% | -31.3% | +51.8% |
| 5Y | +72.9% | -35.4% | +108.2% | +72.4% |
| 10Y | +333.0% | +1,043.1% | -710.0% | +326.2% |
| All | +4,571.8% | -98.4% | +4,670.2% | +4,221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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