+56.4%
AZN vs CHRW
+94.0%
-37.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -3.1% | +4.4% | -7.5% | -3.3% |
| 30D | +0.6% | +5.5% | -4.9% | +0.3% |
| 3M | -10.8% | -17.3% | +6.5% | -10.2% |
| 6M | -18.1% | -12.7% | -5.5% | -17.8% |
| YTD | -12.3% | -4.1% | -8.1% | -12.5% |
| 1Y | -0.2% | +21.2% | -21.4% | -1.8% |
| 3Y | +23.4% | +88.9% | -65.6% | +17.3% |
| 5Y | +56.4% | +93.1% | -36.7% | +53.0% |
| All | +56.4% | +94.0% | -37.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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