+4,753.5%
AZN vs FAST
+22,012.3%
-17,258.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.7% | -0.8% | +1.5% | +0.8% |
| 3M | -10.5% | +5.8% | -16.3% | -11.4% |
| 6M | -19.3% | +8.0% | -27.3% | -20.5% |
| YTD | -10.6% | +25.6% | -36.2% | -14.2% |
| 1Y | +0.5% | +0.8% | -0.3% | -0.1% |
| 3Y | +25.9% | +86.1% | -60.2% | +11.8% |
| 5Y | +52.4% | +100.2% | -47.8% | +32.6% |
| 10Y | +220.8% | +494.2% | -273.3% | +127.5% |
| All | +4,753.5% | +22,012.3% | -17,258.8% | +2,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling