+216.5%
AZN vs FITB
+290.8%
-74.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +1.1% | -5.7% | +6.7% | +1.7% |
| 3M | -12.1% | +3.2% | -15.3% | -12.6% |
| 6M | -17.1% | +23.4% | -40.5% | -19.3% |
| YTD | -12.0% | +18.8% | -30.8% | -14.0% |
| 1Y | -0.2% | +25.0% | -25.2% | -3.3% |
| 3Y | +26.8% | +131.2% | -104.4% | +13.1% |
| 5Y | +56.9% | +70.7% | -13.8% | +43.3% |
| All | +216.5% | +290.8% | -74.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling