+4,020.9%
AZN vs ARWR
-97.0%
+4,118.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +0.7% | -0.7% | +1.4% | +0.7% |
| 3M | -10.5% | +14.9% | -25.4% | -10.6% |
| 6M | -19.3% | +32.6% | -51.9% | -19.4% |
| YTD | -10.6% | +30.0% | -40.6% | -10.7% |
| 1Y | +0.5% | +208.4% | -207.8% | -0.1% |
| 3Y | +25.9% | +208.8% | -182.9% | +24.9% |
| 5Y | +52.4% | +27.8% | +24.6% | +51.6% |
| 10Y | +220.8% | +1,107.6% | -886.7% | +215.4% |
| All | +4,020.9% | -97.0% | +4,118.0% | +3,701.8% |
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