+449.4%
AZN vs FANG
+1,412.9%
-963.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.6% | +2.9% | -4.4% | -1.7% |
| 30D | +1.1% | +2.6% | -1.6% | +0.9% |
| 3M | -12.1% | +7.6% | -19.7% | -12.6% |
| 6M | -17.1% | +17.3% | -34.5% | -18.3% |
| YTD | -12.0% | +38.7% | -50.7% | -14.4% |
| 1Y | -0.2% | +51.6% | -51.9% | -3.6% |
| 3Y | +26.8% | +50.0% | -23.2% | +21.4% |
| 5Y | +56.9% | +237.6% | -180.7% | +39.9% |
| 10Y | +226.7% | +180.7% | +46.1% | +176.5% |
| All | +449.4% | +1,412.9% | -963.5% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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