-1.9%
AZN vs FAST
+4.2%
-6.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -3.1% | -6.4% | +3.4% | -2.2% |
| 3M | -14.4% | +5.3% | -19.8% | -15.1% |
| 6M | -19.5% | +5.4% | -24.9% | -20.4% |
| YTD | -13.8% | +23.6% | -37.3% | -13.6% |
| All | -1.9% | +4.2% | -6.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling