+944.5%
AZN vs FFIV
+7,518.9%
-6,574.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | +0.7% | -5.1% | +5.8% | +1.0% |
| 3M | -10.5% | -4.5% | -6.1% | -10.4% |
| 6M | -19.3% | +36.5% | -55.7% | -21.0% |
| YTD | -10.6% | +53.0% | -63.6% | -13.1% |
| 1Y | +0.5% | +24.2% | -23.7% | -1.2% |
| 3Y | +25.9% | +137.2% | -111.3% | +18.5% |
| 5Y | +52.4% | +91.8% | -39.4% | +44.6% |
| 10Y | +220.8% | +215.2% | +5.7% | +194.3% |
| All | +944.5% | +7,518.9% | -6,574.4% | +769.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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