+54.5%
AZN vs FAST
+108.2%
-53.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | -0.9% | -4.7% | +3.9% | 0.0% |
| 3M | -11.8% | +7.9% | -19.8% | -13.1% |
| 6M | -17.6% | +7.4% | -25.0% | -18.8% |
| YTD | -12.0% | +25.1% | -37.1% | -15.6% |
| 1Y | -0.9% | +4.7% | -5.6% | -2.2% |
| 3Y | +23.7% | +94.7% | -71.0% | +7.6% |
| 5Y | +54.5% | +106.8% | -52.2% | +31.8% |
| All | +54.5% | +108.2% | -53.7% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling