+1,169.1%
AZN vs CHRW
+4,173.0%
-3,003.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | +0.7% | -3.5% | +4.2% | +1.3% |
| 3M | -10.5% | -19.4% | +8.9% | -7.6% |
| 6M | -19.3% | -21.4% | +2.1% | -16.6% |
| YTD | -10.6% | -7.1% | -3.5% | -10.9% |
| 1Y | +0.5% | +17.8% | -17.3% | -4.7% |
| 3Y | +25.9% | +78.8% | -52.9% | +7.9% |
| 5Y | +52.4% | +83.5% | -31.1% | +27.3% |
| 10Y | +220.8% | +160.2% | +60.6% | +140.7% |
| All | +1,169.1% | +4,173.0% | -3,003.9% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling