+26.8%
AZN vs FDS
-37.4%
+64.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | -1.6% | -14.0% | +12.4% | -0.4% |
| 30D | +1.1% | -6.2% | +7.3% | +1.5% |
| 3M | -12.1% | +10.2% | -22.3% | -12.9% |
| 6M | -17.1% | +27.4% | -44.6% | -19.5% |
| YTD | -12.0% | -9.3% | -2.7% | -9.5% |
| 1Y | -0.2% | -28.6% | +28.4% | +7.2% |
| 3Y | +26.8% | -36.8% | +63.6% | +38.6% |
| All | +26.8% | -37.4% | +64.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling