+338.2%
AZN vs FAST
+541.9%
-203.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.1% | +4.2% | -5.2% | -1.9% |
| 30D | +13.8% | +6.7% | +7.2% | +12.3% |
| 3M | +17.3% | +8.0% | +9.3% | +15.4% |
| 6M | -1.7% | +27.4% | -29.2% | -6.5% |
| YTD | +1.4% | +40.5% | -39.1% | -5.6% |
| 1Y | +5.2% | +38.4% | -33.2% | -1.8% |
| 3Y | +52.6% | +98.7% | -46.0% | +30.8% |
| 5Y | +72.9% | +106.7% | -33.8% | +45.0% |
| All | +338.2% | +541.9% | -203.7% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling