+56.4%
AZN vs FDS
-28.1%
+84.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.5% | +2.6% |
| 7D | -3.1% | -16.0% | +12.9% | -0.6% |
| 30D | +0.6% | -6.7% | +7.3% | +1.5% |
| 3M | -10.8% | +6.0% | -16.8% | -12.0% |
| 6M | -18.1% | +25.1% | -43.2% | -22.2% |
| YTD | -12.3% | -8.1% | -4.1% | -10.6% |
| 1Y | -0.2% | -26.0% | +25.8% | +7.2% |
| 3Y | +23.4% | -36.4% | +59.8% | +36.3% |
| 5Y | +56.4% | -27.7% | +84.1% | +66.1% |
| All | +56.4% | -28.1% | +84.5% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling