+220.1%
AZN vs FAST
+506.2%
-286.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | -3.1% | -6.4% | +3.4% | -1.8% |
| 3M | -14.4% | +5.3% | -19.8% | -15.4% |
| 6M | -19.5% | +5.4% | -24.9% | -20.5% |
| YTD | -13.8% | +23.6% | -37.3% | -17.6% |
| 1Y | -2.4% | +4.1% | -6.4% | -3.7% |
| 3Y | +21.3% | +92.4% | -71.1% | +4.4% |
| 5Y | +53.6% | +106.1% | -52.4% | +28.8% |
| 10Y | +220.1% | +524.1% | -303.9% | +123.6% |
| All | +220.1% | +506.2% | -286.0% | +123.6% |
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