+5,549.7%
AZN vs FAST
+24,351.4%
-18,801.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.1% |
| 7D | +1.5% | +3.8% | -2.3% | +0.9% |
| 30D | +19.0% | +8.1% | +10.9% | +17.4% |
| 3M | +17.3% | +5.8% | +11.5% | +16.1% |
| 6M | +3.6% | +24.9% | -21.3% | -0.4% |
| YTD | +4.1% | +38.9% | -34.8% | -1.9% |
| 1Y | +13.1% | +36.5% | -23.3% | +6.9% |
| 3Y | +55.8% | +98.1% | -42.4% | +36.9% |
| 5Y | +66.5% | +109.3% | -42.9% | +43.7% |
| 10Y | +329.7% | +547.9% | -218.2% | +200.2% |
| All | +5,549.7% | +24,351.4% | -18,801.7% | +2,414.8% |
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 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