+1,823.0%
AZN vs FDS
+9,090.7%
-7,267.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.9% |
| 7D | -1.5% | -5.4% | +3.9% | -0.5% |
| 30D | -0.9% | +1.6% | -2.4% | -1.2% |
| 3M | -11.8% | +17.7% | -29.6% | -14.9% |
| 6M | -17.6% | +29.1% | -46.7% | -22.4% |
| YTD | -12.0% | +1.0% | -13.0% | -13.7% |
| 1Y | -0.9% | -21.6% | +20.8% | +1.7% |
| 3Y | +23.7% | -30.1% | +53.8% | +28.8% |
| 5Y | +54.5% | -20.7% | +75.3% | +56.1% |
| 10Y | +218.2% | +78.3% | +139.9% | +173.6% |
| All | +1,823.0% | +9,090.7% | -7,267.7% | +878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling