+55.0%
AZN vs FGI
-70.4%
+125.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.2% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +0.7% | +65.4% | -64.7% | +0.9% |
| 3M | -10.5% | +23.5% | -34.0% | -10.3% |
| 6M | -19.3% | +60.5% | -79.8% | -19.1% |
| YTD | -10.6% | +30.0% | -40.6% | -10.4% |
| 1Y | +0.5% | +82.1% | -81.6% | +1.0% |
| 3Y | +25.9% | -4.4% | +30.3% | +26.9% |
| All | +55.0% | -70.4% | +125.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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